[Tutor] Regression analysis using statsmodels: linear combinations

Shakoor Hajat shak1email at googlemail.com
Thu Aug 28 13:20:35 CEST 2014


Hello

I would very much appreciate any help with the following query:

I am running a regression analysis  in Python using statsmodels and wish to
obtain the combined effect of a number of the explanatory variables in the
model.  I could simply sum the individual coefficients to obtain my effect
estimate but this wouldn't work for the standard errors due to covariance.
Is there a straightforward way in statsmodels to derive the linear
combination of coefficients?

Many thanks in advance.

S
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