11.4 HOW TO PERFORM MULTIPLE REGRESSION MODELING USING PYTHON
First, as always, we load the required packages.
import pandas as pd
import numpy as np
import statsmodels.api as sm
Next, we import the clothing_sales_training and clothing_sales_test data sets as sales_train and sales_test, respectively.
sales_train = pd.read_csv("C:/.../clothing_sales_training.csv")
sales_test = pd.read_csv("C:/.../clothing_sales_test.csv")
For simplicity, we separate the predictor variables and the target variable. We call the data frame of predictor variables X and the target variable y.
X = pd.DataFrame(sales_train[['CC', 'Days', 'Web']])
y = pd.DataFrame(sales_train[['Sales per Visit']])
To have a constant term b0 in our regression model, we need to add a constant variable to our predictor variables.
X = sm.add_constant(X)
Running the add_constant() command on the X variables will add a column to the data frame filled with the value...