[python] Run an OLS regression with Pandas Data Frame

B is not statistically significant. The data is not capable of drawing inferences from it. C does influence B probabilities

 df = pd.DataFrame({"A": [10,20,30,40,50], "B": [20, 30, 10, 40, 50], "C": [32, 234, 23, 23, 42523]})

 avg_c=df['C'].mean()
 sumC=df['C'].apply(lambda x: x if x<avg_c else 0).sum()
 countC=df['C'].apply(lambda x: 1 if x<avg_c else None).count()
 avg_c2=sumC/countC
 df['C']=df['C'].apply(lambda x: avg_c2 if x >avg_c else x)
 
 print(df)

 model_ols = smf.ols("A ~ B+C",data=df).fit()

 print(model_ols.summary())

 df[['B','C']].plot()
 plt.show()


 df2=pd.DataFrame()
 df2['B']=np.linspace(10,50,10)
 df2['C']=30

 df3=pd.DataFrame()
 df3['B']=np.linspace(10,50,10)
 df3['C']=100

 predB=model_ols.predict(df2)
 predC=model_ols.predict(df3)
 plt.plot(df2['B'],predB,label='predict B C=30')
 plt.plot(df3['B'],predC,label='predict B C=100')
 plt.legend()
 plt.show()

 print("A change in the probability of C affects the probability of B")

 intercept=model_ols.params.loc['Intercept']
 B_slope=model_ols.params.loc['B']
 C_slope=model_ols.params.loc['C']
 #Intercept    11.874252
 #B             0.760859
 #C            -0.060257

 print("Intercept {}\n B slope{}\n C    slope{}\n".format(intercept,B_slope,C_slope))


 #lower_conf,upper_conf=np.exp(model_ols.conf_int())
 #print(lower_conf,upper_conf)
 #print((1-(lower_conf/upper_conf))*100)

 model_cov=model_ols.cov_params()
 std_errorB = np.sqrt(model_cov.loc['B', 'B'])
 std_errorC = np.sqrt(model_cov.loc['C', 'C'])
 print('SE: ', round(std_errorB, 4),round(std_errorC, 4))
 #check for statistically significant
 print("B z value {} C z value {}".format((B_slope/std_errorB),(C_slope/std_errorC)))
 print("B feature is more statistically significant than C")


 Output:

 A change in the probability of C affects the probability of B
 Intercept 11.874251554067563
 B slope0.7608594144571961
 C slope-0.060256845997223814

 Standard Error:  0.4519 0.0793
 B z value 1.683510336937001 C z value -0.7601036314930376
 B feature is more statistically significant than C

 z>2 is statistically significant     

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