[Tutor] Regression analysis using statsmodels: linear combinations

[Alan Gauld]

On 28/08/14 12:20, Shakoor Hajat wrote:

> 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?

This list is for people learning the basic python language and
standard library. This question looks a tad advanced for that
audience. In fact I suspect that many(most?) of the folks on
this list (including me) have only a hazy idea what you are
talking about in your post.

However there are some data analysts amongst us so they may
be able to help.

If we knew what toolkits you were using to do the analysis we
might be able to suggest a better forum? eg numpy, RPy or pandas?
Also what version of Python you had( 2 or 3?).

-- 
Alan G
Author of the Learn to Program web site
http://www.alan-g.me.uk/
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