# Bio 204: Multiple Regression



In :

# if we use %matplotlib notebook we get embedded plots
# we can interact with!
%matplotlib notebook




In :

import numpy as np
import scipy.stats as stats
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sbn




---------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-2-24bbe6597742> in <module>()
3 import pandas as pd
4 import matplotlib.pyplot as plt
----> 5 import seaborn as sbn

ImportError: No module named seaborn



## Review of bivariate regression

Recall the model for bivariate least-squares regression.

When we regress $Y$ and $X$ we're looking for a linear function, $f(X)$, for which the following sum-of-squared deviations is minimized:

$$\sum_{i=1}^n (y_i - f(x_i))^2$$

The general form a linear function of one variable is a line,

$$f(x) = a + bX$$

where $b$ is the slope of the line and $a$ is the intercept.

In pictures, what we're looking for is the line that minimizes the length of the gray lines in the figure below.



In :

# generate example data
np.random.seed(20140420)
npts = 30
x = np.linspace(0,10,npts) + np.random.normal(0,2,size=npts)
a = 1
b = 2
y = b*x + a + np.random.normal(0,4,size=npts)

# fit regression
regr = stats.linregress(x,y)
regr_line = regr.slope*x + regr.intercept

# draw scatter
plt.plot(x,y, 'o')

# draw regression line
plt.plot(x, regr_line, marker=None, color='firebrick', alpha=0.5)

# draw residuals
plt.vlines(x, y, regr_line, color='gray')

plt.title("Regression of Y on X")
plt.xlabel("X")
plt.ylabel("Y")
pass




var element = $('#b9185e17-688a-4fe2-b242-2e8955c15be8'); /* Put everything inside the global mpl namespace */ window.mpl = {}; mpl.get_websocket_type = function() { if (typeof(WebSocket) !== 'undefined') { return WebSocket; } else if (typeof(MozWebSocket) !== 'undefined') { return MozWebSocket; } else { alert('Your browser does not have WebSocket support.' + 'Please try Chrome, Safari or Firefox ≥ 6. ' + 'Firefox 4 and 5 are also supported but you ' + 'have to enable WebSockets in about:config.'); }; } mpl.figure = function(figure_id, websocket, ondownload, parent_element) { this.id = figure_id; this.ws = websocket; this.supports_binary = (this.ws.binaryType != undefined); if (!this.supports_binary) { var warnings = document.getElementById("mpl-warnings"); if (warnings) { warnings.style.display = 'block'; warnings.textContent = ( "This browser does not support binary websocket messages. " + "Performance may be slow."); } } this.imageObj = new Image(); this.context = undefined; this.message = undefined; this.canvas = undefined; this.rubberband_canvas = undefined; this.rubberband_context = undefined; this.format_dropdown = undefined; this.image_mode = 'full'; this.root =$('<div/>');
this._root_extra_style(this.root)
this.root.attr('style', 'display: inline-block');

$(parent_element).append(this.root); this._init_header(this); this._init_canvas(this); this._init_toolbar(this); var fig = this; this.waiting = false; this.ws.onopen = function () { fig.send_message("supports_binary", {value: fig.supports_binary}); fig.send_message("send_image_mode", {}); fig.send_message("refresh", {}); } this.imageObj.onload = function() { if (fig.image_mode == 'full') { // Full images could contain transparency (where diff images // almost always do), so we need to clear the canvas so that // there is no ghosting. fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height); } fig.context.drawImage(fig.imageObj, 0, 0); }; this.imageObj.onunload = function() { this.ws.close(); } this.ws.onmessage = this._make_on_message_function(this); this.ondownload = ondownload; } mpl.figure.prototype._init_header = function() { var titlebar =$(
'<div class="ui-dialog-titlebar ui-widget-header ui-corner-all ' +
'ui-helper-clearfix"/>');
var titletext = ( '<div class="ui-dialog-title" style="width: 100%; ' + 'text-align: center; padding: 3px;"/>'); titlebar.append(titletext) this.root.append(titlebar); this.header = titletext; } mpl.figure.prototype._canvas_extra_style = function(canvas_div) { } mpl.figure.prototype._root_extra_style = function(canvas_div) { } mpl.figure.prototype._init_canvas = function() { var fig = this; var canvas_div =('<div/>');

canvas_div.attr('style', 'position: relative; clear: both; outline: 0');

function canvas_keyboard_event(event) {
return fig.key_event(event, event['data']);
}

canvas_div.keydown('key_press', canvas_keyboard_event);
canvas_div.keyup('key_release', canvas_keyboard_event);
this.canvas_div = canvas_div
this._canvas_extra_style(canvas_div)
this.root.append(canvas_div);

var canvas = $('<canvas/>'); canvas.addClass('mpl-canvas'); canvas.attr('style', "left: 0; top: 0; z-index: 0; outline: 0") this.canvas = canvas; this.context = canvas.getContext("2d"); var rubberband =$('<canvas/>');
rubberband.attr('style', "position: absolute; left: 0; top: 0; z-index: 1;")

var pass_mouse_events = true;

canvas_div.resizable({
start: function(event, ui) {
pass_mouse_events = false;
},
resize: function(event, ui) {
fig.request_resize(ui.size.width, ui.size.height);
},
stop: function(event, ui) {
pass_mouse_events = true;
fig.request_resize(ui.size.width, ui.size.height);
},
});

function mouse_event_fn(event) {
if (pass_mouse_events)
return fig.mouse_event(event, event['data']);
}

rubberband.mousedown('button_press', mouse_event_fn);
rubberband.mouseup('button_release', mouse_event_fn);
// Throttle sequential mouse events to 1 every 20ms.
rubberband.mousemove('motion_notify', mouse_event_fn);

rubberband.mouseenter('figure_enter', mouse_event_fn);
rubberband.mouseleave('figure_leave', mouse_event_fn);

canvas_div.on("wheel", function (event) {
event = event.originalEvent;
event['data'] = 'scroll'
if (event.deltaY < 0) {
event.step = 1;
} else {
event.step = -1;
}
mouse_event_fn(event);
});

canvas_div.append(canvas);
canvas_div.append(rubberband);

this.rubberband = rubberband;
this.rubberband_canvas = rubberband;
this.rubberband_context = rubberband.getContext("2d");
this.rubberband_context.strokeStyle = "#000000";

this._resize_canvas = function(width, height) {
// Keep the size of the canvas, canvas container, and rubber band
// canvas in synch.
canvas_div.css('width', width)
canvas_div.css('height', height)

canvas.attr('width', width);
canvas.attr('height', height);

rubberband.attr('width', width);
rubberband.attr('height', height);
}

// Set the figure to an initial 600x600px, this will subsequently be updated
// upon first draw.
this._resize_canvas(600, 600);

// Disable right mouse context menu.
$(this.rubberband_canvas).bind("contextmenu",function(e){ return false; }); function set_focus () { canvas.focus(); canvas_div.focus(); } window.setTimeout(set_focus, 100); } mpl.figure.prototype._init_toolbar = function() { var fig = this; var nav_element =$('<div/>')
nav_element.attr('style', 'width: 100%');
this.root.append(nav_element);

// Define a callback function for later on.
function toolbar_event(event) {
return fig.toolbar_button_onclick(event['data']);
}
function toolbar_mouse_event(event) {
return fig.toolbar_button_onmouseover(event['data']);
}

for(var toolbar_ind in mpl.toolbar_items) {
var name = mpl.toolbar_items[toolbar_ind];
var tooltip = mpl.toolbar_items[toolbar_ind];
var image = mpl.toolbar_items[toolbar_ind];
var method_name = mpl.toolbar_items[toolbar_ind];

if (!name) {
// put a spacer in here.
continue;
}
var button = $('<button/>'); button.addClass('ui-button ui-widget ui-state-default ui-corner-all ' + 'ui-button-icon-only'); button.attr('role', 'button'); button.attr('aria-disabled', 'false'); button.click(method_name, toolbar_event); button.mouseover(tooltip, toolbar_mouse_event); var icon_img =$('<span/>');

var tooltip_span = $('<span/>'); tooltip_span.addClass('ui-button-text'); tooltip_span.html(tooltip); button.append(icon_img); button.append(tooltip_span); nav_element.append(button); } var fmt_picker_span =$('<span/>');

var fmt_picker = $('<select/>'); fmt_picker.addClass('mpl-toolbar-option ui-widget ui-widget-content'); fmt_picker_span.append(fmt_picker); nav_element.append(fmt_picker_span); this.format_dropdown = fmt_picker; for (var ind in mpl.extensions) { var fmt = mpl.extensions[ind]; var option =$(
'<option/>', {selected: fmt === mpl.default_extension}).html(fmt);
fmt_picker.append(option)
}

// Add hover states to the ui-buttons
$( ".ui-button" ).hover( function() {$(this).addClass("ui-state-hover");},
function() { $(this).removeClass("ui-state-hover");} ); var status_bar =$('<span class="mpl-message"/>');
nav_element.append(status_bar);
this.message = status_bar;
}

mpl.figure.prototype.request_resize = function(x_pixels, y_pixels) {
// Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,
// which will in turn request a refresh of the image.
this.send_message('resize', {'width': x_pixels, 'height': y_pixels});
}

mpl.figure.prototype.send_message = function(type, properties) {
properties['type'] = type;
properties['figure_id'] = this.id;
this.ws.send(JSON.stringify(properties));
}

mpl.figure.prototype.send_draw_message = function() {
if (!this.waiting) {
this.waiting = true;
this.ws.send(JSON.stringify({type: "draw", figure_id: this.id}));
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
var format_dropdown = fig.format_dropdown;
var format = format_dropdown.options[format_dropdown.selectedIndex].value;
}

mpl.figure.prototype.handle_resize = function(fig, msg) {
var size = msg['size'];
if (size != fig.canvas.width || size != fig.canvas.height) {
fig._resize_canvas(size, size);
fig.send_message("refresh", {});
};
}

mpl.figure.prototype.handle_rubberband = function(fig, msg) {
var x0 = msg['x0'];
var y0 = fig.canvas.height - msg['y0'];
var x1 = msg['x1'];
var y1 = fig.canvas.height - msg['y1'];
x0 = Math.floor(x0) + 0.5;
y0 = Math.floor(y0) + 0.5;
x1 = Math.floor(x1) + 0.5;
y1 = Math.floor(y1) + 0.5;
var min_x = Math.min(x0, x1);
var min_y = Math.min(y0, y1);
var width = Math.abs(x1 - x0);
var height = Math.abs(y1 - y0);

fig.rubberband_context.clearRect(
0, 0, fig.canvas.width, fig.canvas.height);

fig.rubberband_context.strokeRect(min_x, min_y, width, height);
}

mpl.figure.prototype.handle_figure_label = function(fig, msg) {
}

mpl.figure.prototype.handle_cursor = function(fig, msg) {
var cursor = msg['cursor'];
switch(cursor)
{
case 0:
cursor = 'pointer';
break;
case 1:
cursor = 'default';
break;
case 2:
cursor = 'crosshair';
break;
case 3:
cursor = 'move';
break;
}
fig.rubberband_canvas.style.cursor = cursor;
}

mpl.figure.prototype.handle_message = function(fig, msg) {
fig.message.textContent = msg['message'];
}

mpl.figure.prototype.handle_draw = function(fig, msg) {
// Request the server to send over a new figure.
fig.send_draw_message();
}

mpl.figure.prototype.handle_image_mode = function(fig, msg) {
fig.image_mode = msg['mode'];
}

mpl.figure.prototype.updated_canvas_event = function() {
// Called whenever the canvas gets updated.
this.send_message("ack", {});
}

// A function to construct a web socket function for onmessage handling.
// Called in the figure constructor.
mpl.figure.prototype._make_on_message_function = function(fig) {
return function socket_on_message(evt) {
if (evt.data instanceof Blob) {
/* FIXME: We get "Resource interpreted as Image but
* transferred with MIME type text/plain:" errors on
* Chrome.  But how to set the MIME type?  It doesn't seem
* to be part of the websocket stream */
evt.data.type = "image/png";

/* Free the memory for the previous frames */
if (fig.imageObj.src) {
(window.URL || window.webkitURL).revokeObjectURL(
fig.imageObj.src);
}

fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(
evt.data);
fig.updated_canvas_event();
fig.waiting = false;
return;
}
else if (typeof evt.data === 'string' && evt.data.slice(0, 21) == "data:image/png;base64") {
fig.imageObj.src = evt.data;
fig.updated_canvas_event();
fig.waiting = false;
return;
}

var msg = JSON.parse(evt.data);
var msg_type = msg['type'];

// Call the  "handle_{type}" callback, which takes
// the figure and JSON message as its only arguments.
try {
var callback = fig["handle_" + msg_type];
} catch (e) {
console.log("No handler for the '" + msg_type + "' message type: ", msg);
return;
}

if (callback) {
try {
// console.log("Handling '" + msg_type + "' message: ", msg);
callback(fig, msg);
} catch (e) {
console.log("Exception inside the 'handler_" + msg_type + "' callback:", e, e.stack, msg);
}
}
};
}

// from http://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas
mpl.findpos = function(e) {
//this section is from http://www.quirksmode.org/js/events_properties.html
var targ;
if (!e)
e = window.event;
if (e.target)
targ = e.target;
else if (e.srcElement)
targ = e.srcElement;
if (targ.nodeType == 3) // defeat Safari bug
targ = targ.parentNode;

// jQuery normalizes the pageX and pageY
// pageX,Y are the mouse positions relative to the document
// offset() returns the position of the element relative to the document
var x = e.pageX - $(targ).offset().left; var y = e.pageY -$(targ).offset().top;

return {"x": x, "y": y};
};

/*
* return a copy of an object with only non-object keys
* we need this to avoid circular references
* http://stackoverflow.com/a/24161582/3208463
*/
function simpleKeys (original) {
return Object.keys(original).reduce(function (obj, key) {
if (typeof original[key] !== 'object')
obj[key] = original[key]
return obj;
}, {});
}

mpl.figure.prototype.mouse_event = function(event, name) {
var canvas_pos = mpl.findpos(event)

if (name === 'button_press')
{
this.canvas.focus();
this.canvas_div.focus();
}

var x = canvas_pos.x;
var y = canvas_pos.y;

this.send_message(name, {x: x, y: y, button: event.button,
step: event.step,
guiEvent: simpleKeys(event)});

/* This prevents the web browser from automatically changing to
* the text insertion cursor when the button is pressed.  We want
* to control all of the cursor setting manually through the
* 'cursor' event from matplotlib */
event.preventDefault();
return false;
}

mpl.figure.prototype._key_event_extra = function(event, name) {
// Handle any extra behaviour associated with a key event
}

mpl.figure.prototype.key_event = function(event, name) {

// Prevent repeat events
if (name == 'key_press')
{
if (event.which === this._key)
return;
else
this._key = event.which;
}
if (name == 'key_release')
this._key = null;

var value = '';
if (event.ctrlKey && event.which != 17)
value += "ctrl+";
if (event.altKey && event.which != 18)
value += "alt+";
if (event.shiftKey && event.which != 16)
value += "shift+";

value += 'k';
value += event.which.toString();

this._key_event_extra(event, name);

this.send_message(name, {key: value,
guiEvent: simpleKeys(event)});
return false;
}

mpl.figure.prototype.toolbar_button_onclick = function(name) {
this.handle_save(this, null);
} else {
this.send_message("toolbar_button", {name: name});
}
};

mpl.figure.prototype.toolbar_button_onmouseover = function(tooltip) {
this.message.textContent = tooltip;
};
mpl.toolbar_items = [["Home", "Reset original view", "fa fa-home icon-home", "home"], ["Back", "Back to  previous view", "fa fa-arrow-left icon-arrow-left", "back"], ["Forward", "Forward to next view", "fa fa-arrow-right icon-arrow-right", "forward"], ["", "", "", ""], ["Pan", "Pan axes with left mouse, zoom with right", "fa fa-arrows icon-move", "pan"], ["Zoom", "Zoom to rectangle", "fa fa-square-o icon-check-empty", "zoom"], ["", "", "", ""], ["Download", "Download plot", "fa fa-floppy-o icon-save", "download"]];

mpl.extensions = ["eps", "jpeg", "pdf", "png", "ps", "raw", "svg", "tif"];

mpl.default_extension = "png";var comm_websocket_adapter = function(comm) {
// Create a "websocket"-like object which calls the given IPython comm
// object with the appropriate methods. Currently this is a non binary
// socket, so there is still some room for performance tuning.
var ws = {};

ws.close = function() {
comm.close()
};
ws.send = function(m) {
//console.log('sending', m);
comm.send(m);
};
// Register the callback with on_msg.
comm.on_msg(function(msg) {
//console.log('receiving', msg['content']['data'], msg);
// Pass the mpl event to the overriden (by mpl) onmessage function.
ws.onmessage(msg['content']['data'])
});
return ws;
}

mpl.mpl_figure_comm = function(comm, msg) {
// This is the function which gets called when the mpl process
// starts-up an IPython Comm through the "matplotlib" channel.

var id = msg.content.data.id;
// Get hold of the div created by the display call when the Comm
// socket was opened in Python.
var element = $("#" + id); var ws_proxy = comm_websocket_adapter(comm) function ondownload(figure, format) { window.open(figure.imageObj.src); } var fig = new mpl.figure(id, ws_proxy, ondownload, element.get(0)); // Call onopen now - mpl needs it, as it is assuming we've passed it a real // web socket which is closed, not our websocket->open comm proxy. ws_proxy.onopen(); fig.parent_element = element.get(0); fig.cell_info = mpl.find_output_cell("<div id='" + id + "'></div>"); if (!fig.cell_info) { console.error("Failed to find cell for figure", id, fig); return; } var output_index = fig.cell_info var cell = fig.cell_info; }; mpl.figure.prototype.handle_close = function(fig, msg) { fig.root.unbind('remove') // Update the output cell to use the data from the current canvas. fig.push_to_output(); var dataURL = fig.canvas.toDataURL(); // Re-enable the keyboard manager in IPython - without this line, in FF, // the notebook keyboard shortcuts fail. IPython.keyboard_manager.enable()$(fig.parent_element).html('<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">');
fig.close_ws(fig, msg);
}

mpl.figure.prototype.close_ws = function(fig, msg){
fig.send_message('closing', msg);
// fig.ws.close()
}

mpl.figure.prototype.push_to_output = function(remove_interactive) {
// Turn the data on the canvas into data in the output cell.
var dataURL = this.canvas.toDataURL();
this.cell_info['text/html'] = '<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">';
}

mpl.figure.prototype.updated_canvas_event = function() {
// Tell IPython that the notebook contents must change.
IPython.notebook.set_dirty(true);
this.send_message("ack", {});
var fig = this;
// Wait a second, then push the new image to the DOM so
// that it is saved nicely (might be nice to debounce this).
setTimeout(function () { fig.push_to_output() }, 1000);
}

mpl.figure.prototype._init_toolbar = function() {
var fig = this;

var nav_element = $('<div/>') nav_element.attr('style', 'width: 100%'); this.root.append(nav_element); // Define a callback function for later on. function toolbar_event(event) { return fig.toolbar_button_onclick(event['data']); } function toolbar_mouse_event(event) { return fig.toolbar_button_onmouseover(event['data']); } for(var toolbar_ind in mpl.toolbar_items){ var name = mpl.toolbar_items[toolbar_ind]; var tooltip = mpl.toolbar_items[toolbar_ind]; var image = mpl.toolbar_items[toolbar_ind]; var method_name = mpl.toolbar_items[toolbar_ind]; if (!name) { continue; }; var button =$('<button class="btn btn-default" href="#" title="' + name + '"><i class="fa ' + image + ' fa-lg"></i></button>');
button.click(method_name, toolbar_event);
button.mouseover(tooltip, toolbar_mouse_event);
nav_element.append(button);
}

var status_bar = ('<span class="mpl-message" style="text-align:right; float: right;"/>'); nav_element.append(status_bar); this.message = status_bar; // Add the close button to the window. var buttongrp =('<div class="btn-group inline pull-right"></div>');
var button = $('<button class="btn btn-mini btn-primary" href="#" title="Stop Interaction"><i class="fa fa-power-off icon-remove icon-large"></i></button>'); button.click(function (evt) { fig.handle_close(fig, {}); } ); button.mouseover('Stop Interaction', toolbar_mouse_event); buttongrp.append(button); var titlebar = this.root.find($('.ui-dialog-titlebar'));
titlebar.prepend(buttongrp);
}

mpl.figure.prototype._root_extra_style = function(el){
var fig = this
el.on("remove", function(){
fig.close_ws(fig, {});
});
}

mpl.figure.prototype._canvas_extra_style = function(el){
// this is important to make the div 'focusable
el.attr('tabindex', 0)
// reach out to IPython and tell the keyboard manager to turn it's self
// off when our div gets focus

// location in version 3
if (IPython.notebook.keyboard_manager) {
IPython.notebook.keyboard_manager.register_events(el);
}
else {
// location in version 2
IPython.keyboard_manager.register_events(el);
}

}

mpl.figure.prototype._key_event_extra = function(event, name) {
var manager = IPython.notebook.keyboard_manager;
if (!manager)
manager = IPython.keyboard_manager;

// Check for shift+enter
if (event.shiftKey && event.which == 13) {
this.canvas_div.blur();
event.shiftKey = false;
// Send a "J" for go to next cell
event.which = 74;
event.keyCode = 74;
manager.command_mode();
manager.handle_keydown(event);
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
}

mpl.find_output_cell = function(html_output) {
// Return the cell and output element which can be found *uniquely* in the notebook.
// Note - this is a bit hacky, but it is done because the "notebook_saving.Notebook"
// IPython event is triggered only after the cells have been serialised, which for
// our purposes (turning an active figure into a static one), is too late.
var cells = IPython.notebook.get_cells();
var ncells = cells.length;
for (var i=0; i<ncells; i++) {
var cell = cells[i];
if (cell.cell_type === 'code'){
for (var j=0; j<cell.output_area.outputs.length; j++) {
var data = cell.output_area.outputs[j];
if (data.data) {
// IPython >= 3 moved mimebundle to data attribute of output
data = data.data;
}
if (data['text/html'] == html_output) {
return [cell, data, j];
}
}
}
}
}

// Register the function which deals with the matplotlib target/channel.
// The kernel may be null if the page has been refreshed.
if (IPython.notebook.kernel != null) {
IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);
}



## OLS regression with the StatsModels library

Let's introduce the StatsModels library. StatsModels implements a wide range of statistical methods that complement the functions defined in the scipy.stats module. First we'll revisit simple bivariate regression using StatsModels as then we'll turn to multiple regression.



In :

# import the formula based module for statsmodels
import statsmodels.formula.api as smf



We first put the x and y data into a DataFrame, in order to facilitate the use of R-style formulas for specifying statistical models (R is another programming environment that is popular for statistical analysis).



In :

# put the x and y data with column names x and y
data = pd.DataFrame(dict(x=x, y=y))



Now we specify the model and fit the model using the ols() (ordinary least squares) function defined in statsmodels.. We can read the formula in the call to ols as specifying that we want to model $y$ as a function of $x$.



In :

# read this "formula" as specifying y as a function of x
fitmodel = smf.ols('y ~ x', data).fit()



The ols function returns an object of type RegressionResultsWrapper. This is a Python object that bundles together lots of useful information about the model we just fit.



In :

type(fitmodel)




Out:

statsmodels.regression.linear_model.RegressionResultsWrapper



For example, we can print summary tables using the summary() method:



In :

print(fitmodel.summary())




OLS Regression Results
==============================================================================
Dep. Variable:                      y   R-squared:                       0.723
Method:                 Least Squares   F-statistic:                     73.04
Date:                Wed, 20 Apr 2016   Prob (F-statistic):           2.74e-09
Time:                        12:53:13   Log-Likelihood:                -88.144
No. Observations:                  30   AIC:                             180.3
Df Residuals:                      28   BIC:                             183.1
Df Model:                           1
Covariance Type:            nonrobust
==============================================================================
coef    std err          t      P>|t|      [95.0% Conf. Int.]
------------------------------------------------------------------------------
Intercept      1.8051      1.540      1.172      0.251        -1.350     4.960
x              1.9396      0.227      8.546      0.000         1.475     2.404
==============================================================================
Omnibus:                        0.228   Durbin-Watson:                   2.243
Prob(Omnibus):                  0.892   Jarque-Bera (JB):                0.007
Skew:                          -0.034   Prob(JB):                        0.997
Kurtosis:                       2.968   Cond. No.                         12.3
==============================================================================

Warnings:
 Standard Errors assume that the covariance matrix of the errors is correctly specified.



We can get individual properties such as the paramaeters of the model (i.e. slope and intercept), coefficient of determination, the degrees of freedom for the model, etc.



In :

fitmodel.params




Out:

Intercept    1.805100
x            1.939566
dtype: float64




In :

fitmodel.rsquared




Out:

0.72287556051209689




In :

fitmodel.df_model, fitmodel.df_resid




Out:

(1.0, 28.0)



For a full list of attributes and functions associated with the RegressionResults object see the StatsModel documentation here.

## Multiple regression is conceptually similar to bivariate regression

The idea behind multiple regression is almost exactly the same as bivariate regression, except now we try and fit a linear model for $Y$ using multiple explanatory variables, $X_1, X_2,\ldots, X_m$. That is we're looking for a linear function, $f(X_1, X_2,\ldots,X_m)$ that minimizes:

$$\sum_{i=1}^n(y_i - f(x_1, x_2,\ldots, x_m))^2$$

A linear function of more than one variable is written as:

$$f(X_1, X_2,\ldots,X_m) = a + b_1X_1 + b_2X_2 + \cdots + b_mX_m$$

The values, $b_1, b_2,\ldots,b_m$ are the regression coefficients. Geometrically they have the same interpretation as in the bivariate case -- slopes with respect to the corresponding variable.

### Solving the multiple regression problem

Mathematically, we simultaneously find the best fitting regression coefficients, $b_1, b_2,\ldots,b_m$, using linear algebra. However, since we haven't covered linear algebra in this course, I will omit the details.

### Lines, planes, and hyperplanes

A linear function of one variable is a line, a linear function of two variables is a plane, and a linear function of more than two variables is generally called a hyperplane.

## Example: Modeling $Y$ as a function of $X_1$ and $X_2$

Let's fit a multiple regression to a synthetic data set that involves two explanatory variables, $X_1$ and $X_2$. We'll also take this as an opportunity to introduce 3D plots in matplotlib.



In :

# generate a synthetic data set
npts = 30
x1 = np.linspace(1,5,npts) + np.random.normal(0, 2, size=npts)
x2 = np.linspace(5,10,npts) + np.random.normal(0, 2, size=npts)

# "true "model parameters
a = 1
b1, b2 = 2, -1

y = a + b1*x1 + b2*x2 + np.random.normal(0,3, size=npts)

data2 = pd.DataFrame(dict(x1=x1, x2=x2, y=y))



### 3D Scatter Plot

Maplotlib 3D plotting functions lives in a module called mpl_toolkits.mplot3d. Here's how to create a 3D scatter plot.



In :

# drawing a 3D scatter plot
from mpl_toolkits.mplot3d import Axes3D

fig = plt.figure()
ax.scatter3D(data2.x1, data2.x2, data2.y, c='red', s=30)

# this sets the viewpoint in the 3D space from which we are viewing
# the plot
ax.view_init(elev=10., azim=30)

ax.set_xlabel("$X_1$", fontsize=12)
ax.set_ylabel("$X_2$", fontsize=12)
ax.set_zlabel("$Y$", fontsize=12)
fig.tight_layout()

pass




var element = $('#620e81c9-a15a-404d-8360-91e74266e1d7'); /* Put everything inside the global mpl namespace */ window.mpl = {}; mpl.get_websocket_type = function() { if (typeof(WebSocket) !== 'undefined') { return WebSocket; } else if (typeof(MozWebSocket) !== 'undefined') { return MozWebSocket; } else { alert('Your browser does not have WebSocket support.' + 'Please try Chrome, Safari or Firefox ≥ 6. ' + 'Firefox 4 and 5 are also supported but you ' + 'have to enable WebSockets in about:config.'); }; } mpl.figure = function(figure_id, websocket, ondownload, parent_element) { this.id = figure_id; this.ws = websocket; this.supports_binary = (this.ws.binaryType != undefined); if (!this.supports_binary) { var warnings = document.getElementById("mpl-warnings"); if (warnings) { warnings.style.display = 'block'; warnings.textContent = ( "This browser does not support binary websocket messages. " + "Performance may be slow."); } } this.imageObj = new Image(); this.context = undefined; this.message = undefined; this.canvas = undefined; this.rubberband_canvas = undefined; this.rubberband_context = undefined; this.format_dropdown = undefined; this.image_mode = 'full'; this.root =$('<div/>');
this._root_extra_style(this.root)
this.root.attr('style', 'display: inline-block');

$(parent_element).append(this.root); this._init_header(this); this._init_canvas(this); this._init_toolbar(this); var fig = this; this.waiting = false; this.ws.onopen = function () { fig.send_message("supports_binary", {value: fig.supports_binary}); fig.send_message("send_image_mode", {}); fig.send_message("refresh", {}); } this.imageObj.onload = function() { if (fig.image_mode == 'full') { // Full images could contain transparency (where diff images // almost always do), so we need to clear the canvas so that // there is no ghosting. fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height); } fig.context.drawImage(fig.imageObj, 0, 0); }; this.imageObj.onunload = function() { this.ws.close(); } this.ws.onmessage = this._make_on_message_function(this); this.ondownload = ondownload; } mpl.figure.prototype._init_header = function() { var titlebar =$(
'<div class="ui-dialog-titlebar ui-widget-header ui-corner-all ' +
'ui-helper-clearfix"/>');
var titletext = ( '<div class="ui-dialog-title" style="width: 100%; ' + 'text-align: center; padding: 3px;"/>'); titlebar.append(titletext) this.root.append(titlebar); this.header = titletext; } mpl.figure.prototype._canvas_extra_style = function(canvas_div) { } mpl.figure.prototype._root_extra_style = function(canvas_div) { } mpl.figure.prototype._init_canvas = function() { var fig = this; var canvas_div =('<div/>');

canvas_div.attr('style', 'position: relative; clear: both; outline: 0');

function canvas_keyboard_event(event) {
return fig.key_event(event, event['data']);
}

canvas_div.keydown('key_press', canvas_keyboard_event);
canvas_div.keyup('key_release', canvas_keyboard_event);
this.canvas_div = canvas_div
this._canvas_extra_style(canvas_div)
this.root.append(canvas_div);

var canvas = $('<canvas/>'); canvas.addClass('mpl-canvas'); canvas.attr('style', "left: 0; top: 0; z-index: 0; outline: 0") this.canvas = canvas; this.context = canvas.getContext("2d"); var rubberband =$('<canvas/>');
rubberband.attr('style', "position: absolute; left: 0; top: 0; z-index: 1;")

var pass_mouse_events = true;

canvas_div.resizable({
start: function(event, ui) {
pass_mouse_events = false;
},
resize: function(event, ui) {
fig.request_resize(ui.size.width, ui.size.height);
},
stop: function(event, ui) {
pass_mouse_events = true;
fig.request_resize(ui.size.width, ui.size.height);
},
});

function mouse_event_fn(event) {
if (pass_mouse_events)
return fig.mouse_event(event, event['data']);
}

rubberband.mousedown('button_press', mouse_event_fn);
rubberband.mouseup('button_release', mouse_event_fn);
// Throttle sequential mouse events to 1 every 20ms.
rubberband.mousemove('motion_notify', mouse_event_fn);

rubberband.mouseenter('figure_enter', mouse_event_fn);
rubberband.mouseleave('figure_leave', mouse_event_fn);

canvas_div.on("wheel", function (event) {
event = event.originalEvent;
event['data'] = 'scroll'
if (event.deltaY < 0) {
event.step = 1;
} else {
event.step = -1;
}
mouse_event_fn(event);
});

canvas_div.append(canvas);
canvas_div.append(rubberband);

this.rubberband = rubberband;
this.rubberband_canvas = rubberband;
this.rubberband_context = rubberband.getContext("2d");
this.rubberband_context.strokeStyle = "#000000";

this._resize_canvas = function(width, height) {
// Keep the size of the canvas, canvas container, and rubber band
// canvas in synch.
canvas_div.css('width', width)
canvas_div.css('height', height)

canvas.attr('width', width);
canvas.attr('height', height);

rubberband.attr('width', width);
rubberband.attr('height', height);
}

// Set the figure to an initial 600x600px, this will subsequently be updated
// upon first draw.
this._resize_canvas(600, 600);

// Disable right mouse context menu.
$(this.rubberband_canvas).bind("contextmenu",function(e){ return false; }); function set_focus () { canvas.focus(); canvas_div.focus(); } window.setTimeout(set_focus, 100); } mpl.figure.prototype._init_toolbar = function() { var fig = this; var nav_element =$('<div/>')
nav_element.attr('style', 'width: 100%');
this.root.append(nav_element);

// Define a callback function for later on.
function toolbar_event(event) {
return fig.toolbar_button_onclick(event['data']);
}
function toolbar_mouse_event(event) {
return fig.toolbar_button_onmouseover(event['data']);
}

for(var toolbar_ind in mpl.toolbar_items) {
var name = mpl.toolbar_items[toolbar_ind];
var tooltip = mpl.toolbar_items[toolbar_ind];
var image = mpl.toolbar_items[toolbar_ind];
var method_name = mpl.toolbar_items[toolbar_ind];

if (!name) {
// put a spacer in here.
continue;
}
var button = $('<button/>'); button.addClass('ui-button ui-widget ui-state-default ui-corner-all ' + 'ui-button-icon-only'); button.attr('role', 'button'); button.attr('aria-disabled', 'false'); button.click(method_name, toolbar_event); button.mouseover(tooltip, toolbar_mouse_event); var icon_img =$('<span/>');

var tooltip_span = $('<span/>'); tooltip_span.addClass('ui-button-text'); tooltip_span.html(tooltip); button.append(icon_img); button.append(tooltip_span); nav_element.append(button); } var fmt_picker_span =$('<span/>');

var fmt_picker = $('<select/>'); fmt_picker.addClass('mpl-toolbar-option ui-widget ui-widget-content'); fmt_picker_span.append(fmt_picker); nav_element.append(fmt_picker_span); this.format_dropdown = fmt_picker; for (var ind in mpl.extensions) { var fmt = mpl.extensions[ind]; var option =$(
'<option/>', {selected: fmt === mpl.default_extension}).html(fmt);
fmt_picker.append(option)
}

// Add hover states to the ui-buttons
$( ".ui-button" ).hover( function() {$(this).addClass("ui-state-hover");},
function() { $(this).removeClass("ui-state-hover");} ); var status_bar =$('<span class="mpl-message"/>');
nav_element.append(status_bar);
this.message = status_bar;
}

mpl.figure.prototype.request_resize = function(x_pixels, y_pixels) {
// Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,
// which will in turn request a refresh of the image.
this.send_message('resize', {'width': x_pixels, 'height': y_pixels});
}

mpl.figure.prototype.send_message = function(type, properties) {
properties['type'] = type;
properties['figure_id'] = this.id;
this.ws.send(JSON.stringify(properties));
}

mpl.figure.prototype.send_draw_message = function() {
if (!this.waiting) {
this.waiting = true;
this.ws.send(JSON.stringify({type: "draw", figure_id: this.id}));
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
var format_dropdown = fig.format_dropdown;
var format = format_dropdown.options[format_dropdown.selectedIndex].value;
}

mpl.figure.prototype.handle_resize = function(fig, msg) {
var size = msg['size'];
if (size != fig.canvas.width || size != fig.canvas.height) {
fig._resize_canvas(size, size);
fig.send_message("refresh", {});
};
}

mpl.figure.prototype.handle_rubberband = function(fig, msg) {
var x0 = msg['x0'];
var y0 = fig.canvas.height - msg['y0'];
var x1 = msg['x1'];
var y1 = fig.canvas.height - msg['y1'];
x0 = Math.floor(x0) + 0.5;
y0 = Math.floor(y0) + 0.5;
x1 = Math.floor(x1) + 0.5;
y1 = Math.floor(y1) + 0.5;
var min_x = Math.min(x0, x1);
var min_y = Math.min(y0, y1);
var width = Math.abs(x1 - x0);
var height = Math.abs(y1 - y0);

fig.rubberband_context.clearRect(
0, 0, fig.canvas.width, fig.canvas.height);

fig.rubberband_context.strokeRect(min_x, min_y, width, height);
}

mpl.figure.prototype.handle_figure_label = function(fig, msg) {
}

mpl.figure.prototype.handle_cursor = function(fig, msg) {
var cursor = msg['cursor'];
switch(cursor)
{
case 0:
cursor = 'pointer';
break;
case 1:
cursor = 'default';
break;
case 2:
cursor = 'crosshair';
break;
case 3:
cursor = 'move';
break;
}
fig.rubberband_canvas.style.cursor = cursor;
}

mpl.figure.prototype.handle_message = function(fig, msg) {
fig.message.textContent = msg['message'];
}

mpl.figure.prototype.handle_draw = function(fig, msg) {
// Request the server to send over a new figure.
fig.send_draw_message();
}

mpl.figure.prototype.handle_image_mode = function(fig, msg) {
fig.image_mode = msg['mode'];
}

mpl.figure.prototype.updated_canvas_event = function() {
// Called whenever the canvas gets updated.
this.send_message("ack", {});
}

// A function to construct a web socket function for onmessage handling.
// Called in the figure constructor.
mpl.figure.prototype._make_on_message_function = function(fig) {
return function socket_on_message(evt) {
if (evt.data instanceof Blob) {
/* FIXME: We get "Resource interpreted as Image but
* transferred with MIME type text/plain:" errors on
* Chrome.  But how to set the MIME type?  It doesn't seem
* to be part of the websocket stream */
evt.data.type = "image/png";

/* Free the memory for the previous frames */
if (fig.imageObj.src) {
(window.URL || window.webkitURL).revokeObjectURL(
fig.imageObj.src);
}

fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(
evt.data);
fig.updated_canvas_event();
fig.waiting = false;
return;
}
else if (typeof evt.data === 'string' && evt.data.slice(0, 21) == "data:image/png;base64") {
fig.imageObj.src = evt.data;
fig.updated_canvas_event();
fig.waiting = false;
return;
}

var msg = JSON.parse(evt.data);
var msg_type = msg['type'];

// Call the  "handle_{type}" callback, which takes
// the figure and JSON message as its only arguments.
try {
var callback = fig["handle_" + msg_type];
} catch (e) {
console.log("No handler for the '" + msg_type + "' message type: ", msg);
return;
}

if (callback) {
try {
// console.log("Handling '" + msg_type + "' message: ", msg);
callback(fig, msg);
} catch (e) {
console.log("Exception inside the 'handler_" + msg_type + "' callback:", e, e.stack, msg);
}
}
};
}

// from http://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas
mpl.findpos = function(e) {
//this section is from http://www.quirksmode.org/js/events_properties.html
var targ;
if (!e)
e = window.event;
if (e.target)
targ = e.target;
else if (e.srcElement)
targ = e.srcElement;
if (targ.nodeType == 3) // defeat Safari bug
targ = targ.parentNode;

// jQuery normalizes the pageX and pageY
// pageX,Y are the mouse positions relative to the document
// offset() returns the position of the element relative to the document
var x = e.pageX - $(targ).offset().left; var y = e.pageY -$(targ).offset().top;

return {"x": x, "y": y};
};

/*
* return a copy of an object with only non-object keys
* we need this to avoid circular references
* http://stackoverflow.com/a/24161582/3208463
*/
function simpleKeys (original) {
return Object.keys(original).reduce(function (obj, key) {
if (typeof original[key] !== 'object')
obj[key] = original[key]
return obj;
}, {});
}

mpl.figure.prototype.mouse_event = function(event, name) {
var canvas_pos = mpl.findpos(event)

if (name === 'button_press')
{
this.canvas.focus();
this.canvas_div.focus();
}

var x = canvas_pos.x;
var y = canvas_pos.y;

this.send_message(name, {x: x, y: y, button: event.button,
step: event.step,
guiEvent: simpleKeys(event)});

/* This prevents the web browser from automatically changing to
* the text insertion cursor when the button is pressed.  We want
* to control all of the cursor setting manually through the
* 'cursor' event from matplotlib */
event.preventDefault();
return false;
}

mpl.figure.prototype._key_event_extra = function(event, name) {
// Handle any extra behaviour associated with a key event
}

mpl.figure.prototype.key_event = function(event, name) {

// Prevent repeat events
if (name == 'key_press')
{
if (event.which === this._key)
return;
else
this._key = event.which;
}
if (name == 'key_release')
this._key = null;

var value = '';
if (event.ctrlKey && event.which != 17)
value += "ctrl+";
if (event.altKey && event.which != 18)
value += "alt+";
if (event.shiftKey && event.which != 16)
value += "shift+";

value += 'k';
value += event.which.toString();

this._key_event_extra(event, name);

this.send_message(name, {key: value,
guiEvent: simpleKeys(event)});
return false;
}

mpl.figure.prototype.toolbar_button_onclick = function(name) {
this.handle_save(this, null);
} else {
this.send_message("toolbar_button", {name: name});
}
};

mpl.figure.prototype.toolbar_button_onmouseover = function(tooltip) {
this.message.textContent = tooltip;
};
mpl.toolbar_items = [["Home", "Reset original view", "fa fa-home icon-home", "home"], ["Back", "Back to  previous view", "fa fa-arrow-left icon-arrow-left", "back"], ["Forward", "Forward to next view", "fa fa-arrow-right icon-arrow-right", "forward"], ["", "", "", ""], ["Pan", "Pan axes with left mouse, zoom with right", "fa fa-arrows icon-move", "pan"], ["Zoom", "Zoom to rectangle", "fa fa-square-o icon-check-empty", "zoom"], ["", "", "", ""], ["Download", "Download plot", "fa fa-floppy-o icon-save", "download"]];

mpl.extensions = ["eps", "jpeg", "pdf", "png", "ps", "raw", "svg", "tif"];

mpl.default_extension = "png";var comm_websocket_adapter = function(comm) {
// Create a "websocket"-like object which calls the given IPython comm
// object with the appropriate methods. Currently this is a non binary
// socket, so there is still some room for performance tuning.
var ws = {};

ws.close = function() {
comm.close()
};
ws.send = function(m) {
//console.log('sending', m);
comm.send(m);
};
// Register the callback with on_msg.
comm.on_msg(function(msg) {
//console.log('receiving', msg['content']['data'], msg);
// Pass the mpl event to the overriden (by mpl) onmessage function.
ws.onmessage(msg['content']['data'])
});
return ws;
}

mpl.mpl_figure_comm = function(comm, msg) {
// This is the function which gets called when the mpl process
// starts-up an IPython Comm through the "matplotlib" channel.

var id = msg.content.data.id;
// Get hold of the div created by the display call when the Comm
// socket was opened in Python.
var element = $("#" + id); var ws_proxy = comm_websocket_adapter(comm) function ondownload(figure, format) { window.open(figure.imageObj.src); } var fig = new mpl.figure(id, ws_proxy, ondownload, element.get(0)); // Call onopen now - mpl needs it, as it is assuming we've passed it a real // web socket which is closed, not our websocket->open comm proxy. ws_proxy.onopen(); fig.parent_element = element.get(0); fig.cell_info = mpl.find_output_cell("<div id='" + id + "'></div>"); if (!fig.cell_info) { console.error("Failed to find cell for figure", id, fig); return; } var output_index = fig.cell_info var cell = fig.cell_info; }; mpl.figure.prototype.handle_close = function(fig, msg) { fig.root.unbind('remove') // Update the output cell to use the data from the current canvas. fig.push_to_output(); var dataURL = fig.canvas.toDataURL(); // Re-enable the keyboard manager in IPython - without this line, in FF, // the notebook keyboard shortcuts fail. IPython.keyboard_manager.enable()$(fig.parent_element).html('<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">');
fig.close_ws(fig, msg);
}

mpl.figure.prototype.close_ws = function(fig, msg){
fig.send_message('closing', msg);
// fig.ws.close()
}

mpl.figure.prototype.push_to_output = function(remove_interactive) {
// Turn the data on the canvas into data in the output cell.
var dataURL = this.canvas.toDataURL();
this.cell_info['text/html'] = '<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">';
}

mpl.figure.prototype.updated_canvas_event = function() {
// Tell IPython that the notebook contents must change.
IPython.notebook.set_dirty(true);
this.send_message("ack", {});
var fig = this;
// Wait a second, then push the new image to the DOM so
// that it is saved nicely (might be nice to debounce this).
setTimeout(function () { fig.push_to_output() }, 1000);
}

mpl.figure.prototype._init_toolbar = function() {
var fig = this;

var nav_element = $('<div/>') nav_element.attr('style', 'width: 100%'); this.root.append(nav_element); // Define a callback function for later on. function toolbar_event(event) { return fig.toolbar_button_onclick(event['data']); } function toolbar_mouse_event(event) { return fig.toolbar_button_onmouseover(event['data']); } for(var toolbar_ind in mpl.toolbar_items){ var name = mpl.toolbar_items[toolbar_ind]; var tooltip = mpl.toolbar_items[toolbar_ind]; var image = mpl.toolbar_items[toolbar_ind]; var method_name = mpl.toolbar_items[toolbar_ind]; if (!name) { continue; }; var button =$('<button class="btn btn-default" href="#" title="' + name + '"><i class="fa ' + image + ' fa-lg"></i></button>');
button.click(method_name, toolbar_event);
button.mouseover(tooltip, toolbar_mouse_event);
nav_element.append(button);
}

var status_bar = ('<span class="mpl-message" style="text-align:right; float: right;"/>'); nav_element.append(status_bar); this.message = status_bar; // Add the close button to the window. var buttongrp =('<div class="btn-group inline pull-right"></div>');
var button = $('<button class="btn btn-mini btn-primary" href="#" title="Stop Interaction"><i class="fa fa-power-off icon-remove icon-large"></i></button>'); button.click(function (evt) { fig.handle_close(fig, {}); } ); button.mouseover('Stop Interaction', toolbar_mouse_event); buttongrp.append(button); var titlebar = this.root.find($('.ui-dialog-titlebar'));
titlebar.prepend(buttongrp);
}

mpl.figure.prototype._root_extra_style = function(el){
var fig = this
el.on("remove", function(){
fig.close_ws(fig, {});
});
}

mpl.figure.prototype._canvas_extra_style = function(el){
// this is important to make the div 'focusable
el.attr('tabindex', 0)
// reach out to IPython and tell the keyboard manager to turn it's self
// off when our div gets focus

// location in version 3
if (IPython.notebook.keyboard_manager) {
IPython.notebook.keyboard_manager.register_events(el);
}
else {
// location in version 2
IPython.keyboard_manager.register_events(el);
}

}

mpl.figure.prototype._key_event_extra = function(event, name) {
var manager = IPython.notebook.keyboard_manager;
if (!manager)
manager = IPython.keyboard_manager;

// Check for shift+enter
if (event.shiftKey && event.which == 13) {
this.canvas_div.blur();
event.shiftKey = false;
// Send a "J" for go to next cell
event.which = 74;
event.keyCode = 74;
manager.command_mode();
manager.handle_keydown(event);
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
}

mpl.find_output_cell = function(html_output) {
// Return the cell and output element which can be found *uniquely* in the notebook.
// Note - this is a bit hacky, but it is done because the "notebook_saving.Notebook"
// IPython event is triggered only after the cells have been serialised, which for
// our purposes (turning an active figure into a static one), is too late.
var cells = IPython.notebook.get_cells();
var ncells = cells.length;
for (var i=0; i<ncells; i++) {
var cell = cells[i];
if (cell.cell_type === 'code'){
for (var j=0; j<cell.output_area.outputs.length; j++) {
var data = cell.output_area.outputs[j];
if (data.data) {
// IPython >= 3 moved mimebundle to data attribute of output
data = data.data;
}
if (data['text/html'] == html_output) {
return [cell, data, j];
}
}
}
}
}

// Register the function which deals with the matplotlib target/channel.
// The kernel may be null if the page has been refreshed.
if (IPython.notebook.kernel != null) {
IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);
}



## Fitting a multiple regression using StatsModels

The formula based method for specifying models extends to the multiple regression case, as illustrated below.



In :

# read the model as y is a function of x1 and x2
model2 = smf.ols('y ~ x1 + x2', data2).fit()
print(model2.summary())




OLS Regression Results
==============================================================================
Dep. Variable:                      y   R-squared:                       0.630
Method:                 Least Squares   F-statistic:                     23.01
Date:                Wed, 20 Apr 2016   Prob (F-statistic):           1.47e-06
Time:                        12:53:13   Log-Likelihood:                -78.179
No. Observations:                  30   AIC:                             162.4
Df Residuals:                      27   BIC:                             166.6
Df Model:                           2
Covariance Type:            nonrobust
==============================================================================
coef    std err          t      P>|t|      [95.0% Conf. Int.]
------------------------------------------------------------------------------
Intercept      1.6292      2.048      0.795      0.433        -2.574     5.832
x1             1.8038      0.309      5.829      0.000         1.169     2.439
x2            -1.0536      0.260     -4.056      0.000        -1.587    -0.521
==============================================================================
Omnibus:                        0.336   Durbin-Watson:                   1.717
Prob(Omnibus):                  0.845   Jarque-Bera (JB):                0.500
Skew:                          -0.005   Prob(JB):                        0.779
Kurtosis:                       2.368   Cond. No.                         26.4
==============================================================================

Warnings:
 Standard Errors assume that the covariance matrix of the errors is correctly specified.



As was the case for univariate regression, we're interested in key information such as the the regression coefficients, the R-squared value associated with the model, confidence intervals and P-values for the coefficents, etc.

### Drawing the regression plane in 3D

To get a 3D representation of the regression plane, requires a fair amount of setup. If you were generating such plots frequntly you'd want to wrap it in a function.



In :

# get coefficients of fit
b1 = model2.params.x1
b2 = model2.params.x2
a  = model2.params.Intercept

# find appropriate limits of data
x1min, x1max = data2.x1.min(), data2.x1.max()
x2min, x2max = data2.x2.min(), data2.x2.max()

# setup evenly spaced points to specify the regression surface drawing
X1, X2 = np.meshgrid(np.linspace(x1min, x1max, 50),
np.linspace(x2min, x2max, 50))

# Calculates predicted values
Yhat = a + b1*X1 + b2*X2

# create plot
fig = plt.figure()
ax.view_init(elev=10., azim=60)  # specify view point

ax.plot_surface(X1, X2, Yhat,
color='gray',
alpha = 0.2)

ax.scatter3D(data2.x1, data2.x2, data2.y, c='red', s=30)

# setup axis labels
ax.set_xlabel("$X_1$", fontsize=12)
ax.set_ylabel("$X_2$", fontsize=12)
ax.set_zlabel("$Y$", fontsize=12)
fig.tight_layout()




var element = $('#895bc674-5dda-4de0-9ba0-f0775512d5b1'); /* Put everything inside the global mpl namespace */ window.mpl = {}; mpl.get_websocket_type = function() { if (typeof(WebSocket) !== 'undefined') { return WebSocket; } else if (typeof(MozWebSocket) !== 'undefined') { return MozWebSocket; } else { alert('Your browser does not have WebSocket support.' + 'Please try Chrome, Safari or Firefox ≥ 6. ' + 'Firefox 4 and 5 are also supported but you ' + 'have to enable WebSockets in about:config.'); }; } mpl.figure = function(figure_id, websocket, ondownload, parent_element) { this.id = figure_id; this.ws = websocket; this.supports_binary = (this.ws.binaryType != undefined); if (!this.supports_binary) { var warnings = document.getElementById("mpl-warnings"); if (warnings) { warnings.style.display = 'block'; warnings.textContent = ( "This browser does not support binary websocket messages. " + "Performance may be slow."); } } this.imageObj = new Image(); this.context = undefined; this.message = undefined; this.canvas = undefined; this.rubberband_canvas = undefined; this.rubberband_context = undefined; this.format_dropdown = undefined; this.image_mode = 'full'; this.root =$('<div/>');
this._root_extra_style(this.root)
this.root.attr('style', 'display: inline-block');

$(parent_element).append(this.root); this._init_header(this); this._init_canvas(this); this._init_toolbar(this); var fig = this; this.waiting = false; this.ws.onopen = function () { fig.send_message("supports_binary", {value: fig.supports_binary}); fig.send_message("send_image_mode", {}); fig.send_message("refresh", {}); } this.imageObj.onload = function() { if (fig.image_mode == 'full') { // Full images could contain transparency (where diff images // almost always do), so we need to clear the canvas so that // there is no ghosting. fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height); } fig.context.drawImage(fig.imageObj, 0, 0); }; this.imageObj.onunload = function() { this.ws.close(); } this.ws.onmessage = this._make_on_message_function(this); this.ondownload = ondownload; } mpl.figure.prototype._init_header = function() { var titlebar =$(
'<div class="ui-dialog-titlebar ui-widget-header ui-corner-all ' +
'ui-helper-clearfix"/>');
var titletext = ( '<div class="ui-dialog-title" style="width: 100%; ' + 'text-align: center; padding: 3px;"/>'); titlebar.append(titletext) this.root.append(titlebar); this.header = titletext; } mpl.figure.prototype._canvas_extra_style = function(canvas_div) { } mpl.figure.prototype._root_extra_style = function(canvas_div) { } mpl.figure.prototype._init_canvas = function() { var fig = this; var canvas_div =('<div/>');

canvas_div.attr('style', 'position: relative; clear: both; outline: 0');

function canvas_keyboard_event(event) {
return fig.key_event(event, event['data']);
}

canvas_div.keydown('key_press', canvas_keyboard_event);
canvas_div.keyup('key_release', canvas_keyboard_event);
this.canvas_div = canvas_div
this._canvas_extra_style(canvas_div)
this.root.append(canvas_div);

var canvas = $('<canvas/>'); canvas.addClass('mpl-canvas'); canvas.attr('style', "left: 0; top: 0; z-index: 0; outline: 0") this.canvas = canvas; this.context = canvas.getContext("2d"); var rubberband =$('<canvas/>');
rubberband.attr('style', "position: absolute; left: 0; top: 0; z-index: 1;")

var pass_mouse_events = true;

canvas_div.resizable({
start: function(event, ui) {
pass_mouse_events = false;
},
resize: function(event, ui) {
fig.request_resize(ui.size.width, ui.size.height);
},
stop: function(event, ui) {
pass_mouse_events = true;
fig.request_resize(ui.size.width, ui.size.height);
},
});

function mouse_event_fn(event) {
if (pass_mouse_events)
return fig.mouse_event(event, event['data']);
}

rubberband.mousedown('button_press', mouse_event_fn);
rubberband.mouseup('button_release', mouse_event_fn);
// Throttle sequential mouse events to 1 every 20ms.
rubberband.mousemove('motion_notify', mouse_event_fn);

rubberband.mouseenter('figure_enter', mouse_event_fn);
rubberband.mouseleave('figure_leave', mouse_event_fn);

canvas_div.on("wheel", function (event) {
event = event.originalEvent;
event['data'] = 'scroll'
if (event.deltaY < 0) {
event.step = 1;
} else {
event.step = -1;
}
mouse_event_fn(event);
});

canvas_div.append(canvas);
canvas_div.append(rubberband);

this.rubberband = rubberband;
this.rubberband_canvas = rubberband;
this.rubberband_context = rubberband.getContext("2d");
this.rubberband_context.strokeStyle = "#000000";

this._resize_canvas = function(width, height) {
// Keep the size of the canvas, canvas container, and rubber band
// canvas in synch.
canvas_div.css('width', width)
canvas_div.css('height', height)

canvas.attr('width', width);
canvas.attr('height', height);

rubberband.attr('width', width);
rubberband.attr('height', height);
}

// Set the figure to an initial 600x600px, this will subsequently be updated
// upon first draw.
this._resize_canvas(600, 600);

// Disable right mouse context menu.
$(this.rubberband_canvas).bind("contextmenu",function(e){ return false; }); function set_focus () { canvas.focus(); canvas_div.focus(); } window.setTimeout(set_focus, 100); } mpl.figure.prototype._init_toolbar = function() { var fig = this; var nav_element =$('<div/>')
nav_element.attr('style', 'width: 100%');
this.root.append(nav_element);

// Define a callback function for later on.
function toolbar_event(event) {
return fig.toolbar_button_onclick(event['data']);
}
function toolbar_mouse_event(event) {
return fig.toolbar_button_onmouseover(event['data']);
}

for(var toolbar_ind in mpl.toolbar_items) {
var name = mpl.toolbar_items[toolbar_ind];
var tooltip = mpl.toolbar_items[toolbar_ind];
var image = mpl.toolbar_items[toolbar_ind];
var method_name = mpl.toolbar_items[toolbar_ind];

if (!name) {
// put a spacer in here.
continue;
}
var button = $('<button/>'); button.addClass('ui-button ui-widget ui-state-default ui-corner-all ' + 'ui-button-icon-only'); button.attr('role', 'button'); button.attr('aria-disabled', 'false'); button.click(method_name, toolbar_event); button.mouseover(tooltip, toolbar_mouse_event); var icon_img =$('<span/>');

var tooltip_span = $('<span/>'); tooltip_span.addClass('ui-button-text'); tooltip_span.html(tooltip); button.append(icon_img); button.append(tooltip_span); nav_element.append(button); } var fmt_picker_span =$('<span/>');

var fmt_picker = $('<select/>'); fmt_picker.addClass('mpl-toolbar-option ui-widget ui-widget-content'); fmt_picker_span.append(fmt_picker); nav_element.append(fmt_picker_span); this.format_dropdown = fmt_picker; for (var ind in mpl.extensions) { var fmt = mpl.extensions[ind]; var option =$(
'<option/>', {selected: fmt === mpl.default_extension}).html(fmt);
fmt_picker.append(option)
}

// Add hover states to the ui-buttons
$( ".ui-button" ).hover( function() {$(this).addClass("ui-state-hover");},
function() { $(this).removeClass("ui-state-hover");} ); var status_bar =$('<span class="mpl-message"/>');
nav_element.append(status_bar);
this.message = status_bar;
}

mpl.figure.prototype.request_resize = function(x_pixels, y_pixels) {
// Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,
// which will in turn request a refresh of the image.
this.send_message('resize', {'width': x_pixels, 'height': y_pixels});
}

mpl.figure.prototype.send_message = function(type, properties) {
properties['type'] = type;
properties['figure_id'] = this.id;
this.ws.send(JSON.stringify(properties));
}

mpl.figure.prototype.send_draw_message = function() {
if (!this.waiting) {
this.waiting = true;
this.ws.send(JSON.stringify({type: "draw", figure_id: this.id}));
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
var format_dropdown = fig.format_dropdown;
var format = format_dropdown.options[format_dropdown.selectedIndex].value;
}

mpl.figure.prototype.handle_resize = function(fig, msg) {
var size = msg['size'];
if (size != fig.canvas.width || size != fig.canvas.height) {
fig._resize_canvas(size, size);
fig.send_message("refresh", {});
};
}

mpl.figure.prototype.handle_rubberband = function(fig, msg) {
var x0 = msg['x0'];
var y0 = fig.canvas.height - msg['y0'];
var x1 = msg['x1'];
var y1 = fig.canvas.height - msg['y1'];
x0 = Math.floor(x0) + 0.5;
y0 = Math.floor(y0) + 0.5;
x1 = Math.floor(x1) + 0.5;
y1 = Math.floor(y1) + 0.5;
var min_x = Math.min(x0, x1);
var min_y = Math.min(y0, y1);
var width = Math.abs(x1 - x0);
var height = Math.abs(y1 - y0);

fig.rubberband_context.clearRect(
0, 0, fig.canvas.width, fig.canvas.height);

fig.rubberband_context.strokeRect(min_x, min_y, width, height);
}

mpl.figure.prototype.handle_figure_label = function(fig, msg) {
}

mpl.figure.prototype.handle_cursor = function(fig, msg) {
var cursor = msg['cursor'];
switch(cursor)
{
case 0:
cursor = 'pointer';
break;
case 1:
cursor = 'default';
break;
case 2:
cursor = 'crosshair';
break;
case 3:
cursor = 'move';
break;
}
fig.rubberband_canvas.style.cursor = cursor;
}

mpl.figure.prototype.handle_message = function(fig, msg) {
fig.message.textContent = msg['message'];
}

mpl.figure.prototype.handle_draw = function(fig, msg) {
// Request the server to send over a new figure.
fig.send_draw_message();
}

mpl.figure.prototype.handle_image_mode = function(fig, msg) {
fig.image_mode = msg['mode'];
}

mpl.figure.prototype.updated_canvas_event = function() {
// Called whenever the canvas gets updated.
this.send_message("ack", {});
}

// A function to construct a web socket function for onmessage handling.
// Called in the figure constructor.
mpl.figure.prototype._make_on_message_function = function(fig) {
return function socket_on_message(evt) {
if (evt.data instanceof Blob) {
/* FIXME: We get "Resource interpreted as Image but
* transferred with MIME type text/plain:" errors on
* Chrome.  But how to set the MIME type?  It doesn't seem
* to be part of the websocket stream */
evt.data.type = "image/png";

/* Free the memory for the previous frames */
if (fig.imageObj.src) {
(window.URL || window.webkitURL).revokeObjectURL(
fig.imageObj.src);
}

fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(
evt.data);
fig.updated_canvas_event();
fig.waiting = false;
return;
}
else if (typeof evt.data === 'string' && evt.data.slice(0, 21) == "data:image/png;base64") {
fig.imageObj.src = evt.data;
fig.updated_canvas_event();
fig.waiting = false;
return;
}

var msg = JSON.parse(evt.data);
var msg_type = msg['type'];

// Call the  "handle_{type}" callback, which takes
// the figure and JSON message as its only arguments.
try {
var callback = fig["handle_" + msg_type];
} catch (e) {
console.log("No handler for the '" + msg_type + "' message type: ", msg);
return;
}

if (callback) {
try {
// console.log("Handling '" + msg_type + "' message: ", msg);
callback(fig, msg);
} catch (e) {
console.log("Exception inside the 'handler_" + msg_type + "' callback:", e, e.stack, msg);
}
}
};
}

// from http://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas
mpl.findpos = function(e) {
//this section is from http://www.quirksmode.org/js/events_properties.html
var targ;
if (!e)
e = window.event;
if (e.target)
targ = e.target;
else if (e.srcElement)
targ = e.srcElement;
if (targ.nodeType == 3) // defeat Safari bug
targ = targ.parentNode;

// jQuery normalizes the pageX and pageY
// pageX,Y are the mouse positions relative to the document
// offset() returns the position of the element relative to the document
var x = e.pageX - $(targ).offset().left; var y = e.pageY -$(targ).offset().top;

return {"x": x, "y": y};
};

/*
* return a copy of an object with only non-object keys
* we need this to avoid circular references
* http://stackoverflow.com/a/24161582/3208463
*/
function simpleKeys (original) {
return Object.keys(original).reduce(function (obj, key) {
if (typeof original[key] !== 'object')
obj[key] = original[key]
return obj;
}, {});
}

mpl.figure.prototype.mouse_event = function(event, name) {
var canvas_pos = mpl.findpos(event)

if (name === 'button_press')
{
this.canvas.focus();
this.canvas_div.focus();
}

var x = canvas_pos.x;
var y = canvas_pos.y;

this.send_message(name, {x: x, y: y, button: event.button,
step: event.step,
guiEvent: simpleKeys(event)});

/* This prevents the web browser from automatically changing to
* the text insertion cursor when the button is pressed.  We want
* to control all of the cursor setting manually through the
* 'cursor' event from matplotlib */
event.preventDefault();
return false;
}

mpl.figure.prototype._key_event_extra = function(event, name) {
// Handle any extra behaviour associated with a key event
}

mpl.figure.prototype.key_event = function(event, name) {

// Prevent repeat events
if (name == 'key_press')
{
if (event.which === this._key)
return;
else
this._key = event.which;
}
if (name == 'key_release')
this._key = null;

var value = '';
if (event.ctrlKey && event.which != 17)
value += "ctrl+";
if (event.altKey && event.which != 18)
value += "alt+";
if (event.shiftKey && event.which != 16)
value += "shift+";

value += 'k';
value += event.which.toString();

this._key_event_extra(event, name);

this.send_message(name, {key: value,
guiEvent: simpleKeys(event)});
return false;
}

mpl.figure.prototype.toolbar_button_onclick = function(name) {
this.handle_save(this, null);
} else {
this.send_message("toolbar_button", {name: name});
}
};

mpl.figure.prototype.toolbar_button_onmouseover = function(tooltip) {
this.message.textContent = tooltip;
};
mpl.toolbar_items = [["Home", "Reset original view", "fa fa-home icon-home", "home"], ["Back", "Back to  previous view", "fa fa-arrow-left icon-arrow-left", "back"], ["Forward", "Forward to next view", "fa fa-arrow-right icon-arrow-right", "forward"], ["", "", "", ""], ["Pan", "Pan axes with left mouse, zoom with right", "fa fa-arrows icon-move", "pan"], ["Zoom", "Zoom to rectangle", "fa fa-square-o icon-check-empty", "zoom"], ["", "", "", ""], ["Download", "Download plot", "fa fa-floppy-o icon-save", "download"]];

mpl.extensions = ["eps", "jpeg", "pdf", "png", "ps", "raw", "svg", "tif"];

mpl.default_extension = "png";var comm_websocket_adapter = function(comm) {
// Create a "websocket"-like object which calls the given IPython comm
// object with the appropriate methods. Currently this is a non binary
// socket, so there is still some room for performance tuning.
var ws = {};

ws.close = function() {
comm.close()
};
ws.send = function(m) {
//console.log('sending', m);
comm.send(m);
};
// Register the callback with on_msg.
comm.on_msg(function(msg) {
//console.log('receiving', msg['content']['data'], msg);
// Pass the mpl event to the overriden (by mpl) onmessage function.
ws.onmessage(msg['content']['data'])
});
return ws;
}

mpl.mpl_figure_comm = function(comm, msg) {
// This is the function which gets called when the mpl process
// starts-up an IPython Comm through the "matplotlib" channel.

var id = msg.content.data.id;
// Get hold of the div created by the display call when the Comm
// socket was opened in Python.
var element = $("#" + id); var ws_proxy = comm_websocket_adapter(comm) function ondownload(figure, format) { window.open(figure.imageObj.src); } var fig = new mpl.figure(id, ws_proxy, ondownload, element.get(0)); // Call onopen now - mpl needs it, as it is assuming we've passed it a real // web socket which is closed, not our websocket->open comm proxy. ws_proxy.onopen(); fig.parent_element = element.get(0); fig.cell_info = mpl.find_output_cell("<div id='" + id + "'></div>"); if (!fig.cell_info) { console.error("Failed to find cell for figure", id, fig); return; } var output_index = fig.cell_info var cell = fig.cell_info; }; mpl.figure.prototype.handle_close = function(fig, msg) { fig.root.unbind('remove') // Update the output cell to use the data from the current canvas. fig.push_to_output(); var dataURL = fig.canvas.toDataURL(); // Re-enable the keyboard manager in IPython - without this line, in FF, // the notebook keyboard shortcuts fail. IPython.keyboard_manager.enable()$(fig.parent_element).html('<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">');
fig.close_ws(fig, msg);
}

mpl.figure.prototype.close_ws = function(fig, msg){
fig.send_message('closing', msg);
// fig.ws.close()
}

mpl.figure.prototype.push_to_output = function(remove_interactive) {
// Turn the data on the canvas into data in the output cell.
var dataURL = this.canvas.toDataURL();
this.cell_info['text/html'] = '<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">';
}

mpl.figure.prototype.updated_canvas_event = function() {
// Tell IPython that the notebook contents must change.
IPython.notebook.set_dirty(true);
this.send_message("ack", {});
var fig = this;
// Wait a second, then push the new image to the DOM so
// that it is saved nicely (might be nice to debounce this).
setTimeout(function () { fig.push_to_output() }, 1000);
}

mpl.figure.prototype._init_toolbar = function() {
var fig = this;

var nav_element = $('<div/>') nav_element.attr('style', 'width: 100%'); this.root.append(nav_element); // Define a callback function for later on. function toolbar_event(event) { return fig.toolbar_button_onclick(event['data']); } function toolbar_mouse_event(event) { return fig.toolbar_button_onmouseover(event['data']); } for(var toolbar_ind in mpl.toolbar_items){ var name = mpl.toolbar_items[toolbar_ind]; var tooltip = mpl.toolbar_items[toolbar_ind]; var image = mpl.toolbar_items[toolbar_ind]; var method_name = mpl.toolbar_items[toolbar_ind]; if (!name) { continue; }; var button =$('<button class="btn btn-default" href="#" title="' + name + '"><i class="fa ' + image + ' fa-lg"></i></button>');
button.click(method_name, toolbar_event);
button.mouseover(tooltip, toolbar_mouse_event);
nav_element.append(button);
}

var status_bar = ('<span class="mpl-message" style="text-align:right; float: right;"/>'); nav_element.append(status_bar); this.message = status_bar; // Add the close button to the window. var buttongrp =('<div class="btn-group inline pull-right"></div>');
var button = $('<button class="btn btn-mini btn-primary" href="#" title="Stop Interaction"><i class="fa fa-power-off icon-remove icon-large"></i></button>'); button.click(function (evt) { fig.handle_close(fig, {}); } ); button.mouseover('Stop Interaction', toolbar_mouse_event); buttongrp.append(button); var titlebar = this.root.find($('.ui-dialog-titlebar'));
titlebar.prepend(buttongrp);
}

mpl.figure.prototype._root_extra_style = function(el){
var fig = this
el.on("remove", function(){
fig.close_ws(fig, {});
});
}

mpl.figure.prototype._canvas_extra_style = function(el){
// this is important to make the div 'focusable
el.attr('tabindex', 0)
// reach out to IPython and tell the keyboard manager to turn it's self
// off when our div gets focus

// location in version 3
if (IPython.notebook.keyboard_manager) {
IPython.notebook.keyboard_manager.register_events(el);
}
else {
// location in version 2
IPython.keyboard_manager.register_events(el);
}

}

mpl.figure.prototype._key_event_extra = function(event, name) {
var manager = IPython.notebook.keyboard_manager;
if (!manager)
manager = IPython.keyboard_manager;

// Check for shift+enter
if (event.shiftKey && event.which == 13) {
this.canvas_div.blur();
event.shiftKey = false;
// Send a "J" for go to next cell
event.which = 74;
event.keyCode = 74;
manager.command_mode();
manager.handle_keydown(event);
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
}

mpl.find_output_cell = function(html_output) {
// Return the cell and output element which can be found *uniquely* in the notebook.
// Note - this is a bit hacky, but it is done because the "notebook_saving.Notebook"
// IPython event is triggered only after the cells have been serialised, which for
// our purposes (turning an active figure into a static one), is too late.
var cells = IPython.notebook.get_cells();
var ncells = cells.length;
for (var i=0; i<ncells; i++) {
var cell = cells[i];
if (cell.cell_type === 'code'){
for (var j=0; j<cell.output_area.outputs.length; j++) {
var data = cell.output_area.outputs[j];
if (data.data) {
// IPython >= 3 moved mimebundle to data attribute of output
data = data.data;
}
if (data['text/html'] == html_output) {
return [cell, data, j];
}
}
}
}
}

// Register the function which deals with the matplotlib target/channel.
// The kernel may be null if the page has been refreshed.
if (IPython.notebook.kernel != null) {
IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);
}




In :

# same plot as before, but including the residuals and using a wireframe surface plot
from mpl_toolkits.mplot3d import Axes3D

fig = plt.figure()

ax.scatter3D(data2.x1, data2.x2, data2.y, c='red', s=30)
ax.scatter3D(data2.x1, data2.x2, model2.fittedvalues, c='black', s=5)

for i in range(len(data2.x1)):
ax.plot((data2.x1[i],data2.x1[i]),
(data2.x2[i],data2.x2[i]),
(data2.y[i], model2.fittedvalues[i]),
color='black', alpha=0.5,zorder=1)

ax.plot_wireframe(X1, X2, Yhat,
rstride=4,
cstride=4,
color='gray',
alpha = 0.3, zorder=10)

ax.view_init(elev=20, azim=80)

ax.set_xlabel("$X_1$", fontsize=12)
ax.set_ylabel("$X_2$", fontsize=12)
ax.set_zlabel("$Y$", fontsize=12)
fig.tight_layout()

pass




var element = $('#54ea5ee1-ff39-422c-8319-1607522dcd5d'); /* Put everything inside the global mpl namespace */ window.mpl = {}; mpl.get_websocket_type = function() { if (typeof(WebSocket) !== 'undefined') { return WebSocket; } else if (typeof(MozWebSocket) !== 'undefined') { return MozWebSocket; } else { alert('Your browser does not have WebSocket support.' + 'Please try Chrome, Safari or Firefox ≥ 6. ' + 'Firefox 4 and 5 are also supported but you ' + 'have to enable WebSockets in about:config.'); }; } mpl.figure = function(figure_id, websocket, ondownload, parent_element) { this.id = figure_id; this.ws = websocket; this.supports_binary = (this.ws.binaryType != undefined); if (!this.supports_binary) { var warnings = document.getElementById("mpl-warnings"); if (warnings) { warnings.style.display = 'block'; warnings.textContent = ( "This browser does not support binary websocket messages. " + "Performance may be slow."); } } this.imageObj = new Image(); this.context = undefined; this.message = undefined; this.canvas = undefined; this.rubberband_canvas = undefined; this.rubberband_context = undefined; this.format_dropdown = undefined; this.image_mode = 'full'; this.root =$('<div/>');
this._root_extra_style(this.root)
this.root.attr('style', 'display: inline-block');

$(parent_element).append(this.root); this._init_header(this); this._init_canvas(this); this._init_toolbar(this); var fig = this; this.waiting = false; this.ws.onopen = function () { fig.send_message("supports_binary", {value: fig.supports_binary}); fig.send_message("send_image_mode", {}); fig.send_message("refresh", {}); } this.imageObj.onload = function() { if (fig.image_mode == 'full') { // Full images could contain transparency (where diff images // almost always do), so we need to clear the canvas so that // there is no ghosting. fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height); } fig.context.drawImage(fig.imageObj, 0, 0); }; this.imageObj.onunload = function() { this.ws.close(); } this.ws.onmessage = this._make_on_message_function(this); this.ondownload = ondownload; } mpl.figure.prototype._init_header = function() { var titlebar =$(
'<div class="ui-dialog-titlebar ui-widget-header ui-corner-all ' +
'ui-helper-clearfix"/>');
var titletext = ( '<div class="ui-dialog-title" style="width: 100%; ' + 'text-align: center; padding: 3px;"/>'); titlebar.append(titletext) this.root.append(titlebar); this.header = titletext; } mpl.figure.prototype._canvas_extra_style = function(canvas_div) { } mpl.figure.prototype._root_extra_style = function(canvas_div) { } mpl.figure.prototype._init_canvas = function() { var fig = this; var canvas_div =('<div/>');

canvas_div.attr('style', 'position: relative; clear: both; outline: 0');

function canvas_keyboard_event(event) {
return fig.key_event(event, event['data']);
}

canvas_div.keydown('key_press', canvas_keyboard_event);
canvas_div.keyup('key_release', canvas_keyboard_event);
this.canvas_div = canvas_div
this._canvas_extra_style(canvas_div)
this.root.append(canvas_div);

var canvas = $('<canvas/>'); canvas.addClass('mpl-canvas'); canvas.attr('style', "left: 0; top: 0; z-index: 0; outline: 0") this.canvas = canvas; this.context = canvas.getContext("2d"); var rubberband =$('<canvas/>');
rubberband.attr('style', "position: absolute; left: 0; top: 0; z-index: 1;")

var pass_mouse_events = true;

canvas_div.resizable({
start: function(event, ui) {
pass_mouse_events = false;
},
resize: function(event, ui) {
fig.request_resize(ui.size.width, ui.size.height);
},
stop: function(event, ui) {
pass_mouse_events = true;
fig.request_resize(ui.size.width, ui.size.height);
},
});

function mouse_event_fn(event) {
if (pass_mouse_events)
return fig.mouse_event(event, event['data']);
}

rubberband.mousedown('button_press', mouse_event_fn);
rubberband.mouseup('button_release', mouse_event_fn);
// Throttle sequential mouse events to 1 every 20ms.
rubberband.mousemove('motion_notify', mouse_event_fn);

rubberband.mouseenter('figure_enter', mouse_event_fn);
rubberband.mouseleave('figure_leave', mouse_event_fn);

canvas_div.on("wheel", function (event) {
event = event.originalEvent;
event['data'] = 'scroll'
if (event.deltaY < 0) {
event.step = 1;
} else {
event.step = -1;
}
mouse_event_fn(event);
});

canvas_div.append(canvas);
canvas_div.append(rubberband);

this.rubberband = rubberband;
this.rubberband_canvas = rubberband;
this.rubberband_context = rubberband.getContext("2d");
this.rubberband_context.strokeStyle = "#000000";

this._resize_canvas = function(width, height) {
// Keep the size of the canvas, canvas container, and rubber band
// canvas in synch.
canvas_div.css('width', width)
canvas_div.css('height', height)

canvas.attr('width', width);
canvas.attr('height', height);

rubberband.attr('width', width);
rubberband.attr('height', height);
}

// Set the figure to an initial 600x600px, this will subsequently be updated
// upon first draw.
this._resize_canvas(600, 600);

// Disable right mouse context menu.
$(this.rubberband_canvas).bind("contextmenu",function(e){ return false; }); function set_focus () { canvas.focus(); canvas_div.focus(); } window.setTimeout(set_focus, 100); } mpl.figure.prototype._init_toolbar = function() { var fig = this; var nav_element =$('<div/>')
nav_element.attr('style', 'width: 100%');
this.root.append(nav_element);

// Define a callback function for later on.
function toolbar_event(event) {
return fig.toolbar_button_onclick(event['data']);
}
function toolbar_mouse_event(event) {
return fig.toolbar_button_onmouseover(event['data']);
}

for(var toolbar_ind in mpl.toolbar_items) {
var name = mpl.toolbar_items[toolbar_ind];
var tooltip = mpl.toolbar_items[toolbar_ind];
var image = mpl.toolbar_items[toolbar_ind];
var method_name = mpl.toolbar_items[toolbar_ind];

if (!name) {
// put a spacer in here.
continue;
}
var button = $('<button/>'); button.addClass('ui-button ui-widget ui-state-default ui-corner-all ' + 'ui-button-icon-only'); button.attr('role', 'button'); button.attr('aria-disabled', 'false'); button.click(method_name, toolbar_event); button.mouseover(tooltip, toolbar_mouse_event); var icon_img =$('<span/>');

var tooltip_span = $('<span/>'); tooltip_span.addClass('ui-button-text'); tooltip_span.html(tooltip); button.append(icon_img); button.append(tooltip_span); nav_element.append(button); } var fmt_picker_span =$('<span/>');

var fmt_picker = $('<select/>'); fmt_picker.addClass('mpl-toolbar-option ui-widget ui-widget-content'); fmt_picker_span.append(fmt_picker); nav_element.append(fmt_picker_span); this.format_dropdown = fmt_picker; for (var ind in mpl.extensions) { var fmt = mpl.extensions[ind]; var option =$(
'<option/>', {selected: fmt === mpl.default_extension}).html(fmt);
fmt_picker.append(option)
}

// Add hover states to the ui-buttons
$( ".ui-button" ).hover( function() {$(this).addClass("ui-state-hover");},
function() { $(this).removeClass("ui-state-hover");} ); var status_bar =$('<span class="mpl-message"/>');
nav_element.append(status_bar);
this.message = status_bar;
}

mpl.figure.prototype.request_resize = function(x_pixels, y_pixels) {
// Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,
// which will in turn request a refresh of the image.
this.send_message('resize', {'width': x_pixels, 'height': y_pixels});
}

mpl.figure.prototype.send_message = function(type, properties) {
properties['type'] = type;
properties['figure_id'] = this.id;
this.ws.send(JSON.stringify(properties));
}

mpl.figure.prototype.send_draw_message = function() {
if (!this.waiting) {
this.waiting = true;
this.ws.send(JSON.stringify({type: "draw", figure_id: this.id}));
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
var format_dropdown = fig.format_dropdown;
var format = format_dropdown.options[format_dropdown.selectedIndex].value;
}

mpl.figure.prototype.handle_resize = function(fig, msg) {
var size = msg['size'];
if (size != fig.canvas.width || size != fig.canvas.height) {
fig._resize_canvas(size, size);
fig.send_message("refresh", {});
};
}

mpl.figure.prototype.handle_rubberband = function(fig, msg) {
var x0 = msg['x0'];
var y0 = fig.canvas.height - msg['y0'];
var x1 = msg['x1'];
var y1 = fig.canvas.height - msg['y1'];
x0 = Math.floor(x0) + 0.5;
y0 = Math.floor(y0) + 0.5;
x1 = Math.floor(x1) + 0.5;
y1 = Math.floor(y1) + 0.5;
var min_x = Math.min(x0, x1);
var min_y = Math.min(y0, y1);
var width = Math.abs(x1 - x0);
var height = Math.abs(y1 - y0);

fig.rubberband_context.clearRect(
0, 0, fig.canvas.width, fig.canvas.height);

fig.rubberband_context.strokeRect(min_x, min_y, width, height);
}

mpl.figure.prototype.handle_figure_label = function(fig, msg) {
}

mpl.figure.prototype.handle_cursor = function(fig, msg) {
var cursor = msg['cursor'];
switch(cursor)
{
case 0:
cursor = 'pointer';
break;
case 1:
cursor = 'default';
break;
case 2:
cursor = 'crosshair';
break;
case 3:
cursor = 'move';
break;
}
fig.rubberband_canvas.style.cursor = cursor;
}

mpl.figure.prototype.handle_message = function(fig, msg) {
fig.message.textContent = msg['message'];
}

mpl.figure.prototype.handle_draw = function(fig, msg) {
// Request the server to send over a new figure.
fig.send_draw_message();
}

mpl.figure.prototype.handle_image_mode = function(fig, msg) {
fig.image_mode = msg['mode'];
}

mpl.figure.prototype.updated_canvas_event = function() {
// Called whenever the canvas gets updated.
this.send_message("ack", {});
}

// A function to construct a web socket function for onmessage handling.
// Called in the figure constructor.
mpl.figure.prototype._make_on_message_function = function(fig) {
return function socket_on_message(evt) {
if (evt.data instanceof Blob) {
/* FIXME: We get "Resource interpreted as Image but
* transferred with MIME type text/plain:" errors on
* Chrome.  But how to set the MIME type?  It doesn't seem
* to be part of the websocket stream */
evt.data.type = "image/png";

/* Free the memory for the previous frames */
if (fig.imageObj.src) {
(window.URL || window.webkitURL).revokeObjectURL(
fig.imageObj.src);
}

fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(
evt.data);
fig.updated_canvas_event();
fig.waiting = false;
return;
}
else if (typeof evt.data === 'string' && evt.data.slice(0, 21) == "data:image/png;base64") {
fig.imageObj.src = evt.data;
fig.updated_canvas_event();
fig.waiting = false;
return;
}

var msg = JSON.parse(evt.data);
var msg_type = msg['type'];

// Call the  "handle_{type}" callback, which takes
// the figure and JSON message as its only arguments.
try {
var callback = fig["handle_" + msg_type];
} catch (e) {
console.log("No handler for the '" + msg_type + "' message type: ", msg);
return;
}

if (callback) {
try {
// console.log("Handling '" + msg_type + "' message: ", msg);
callback(fig, msg);
} catch (e) {
console.log("Exception inside the 'handler_" + msg_type + "' callback:", e, e.stack, msg);
}
}
};
}

// from http://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas
mpl.findpos = function(e) {
//this section is from http://www.quirksmode.org/js/events_properties.html
var targ;
if (!e)
e = window.event;
if (e.target)
targ = e.target;
else if (e.srcElement)
targ = e.srcElement;
if (targ.nodeType == 3) // defeat Safari bug
targ = targ.parentNode;

// jQuery normalizes the pageX and pageY
// pageX,Y are the mouse positions relative to the document
// offset() returns the position of the element relative to the document
var x = e.pageX - $(targ).offset().left; var y = e.pageY -$(targ).offset().top;

return {"x": x, "y": y};
};

/*
* return a copy of an object with only non-object keys
* we need this to avoid circular references
* http://stackoverflow.com/a/24161582/3208463
*/
function simpleKeys (original) {
return Object.keys(original).reduce(function (obj, key) {
if (typeof original[key] !== 'object')
obj[key] = original[key]
return obj;
}, {});
}

mpl.figure.prototype.mouse_event = function(event, name) {
var canvas_pos = mpl.findpos(event)

if (name === 'button_press')
{
this.canvas.focus();
this.canvas_div.focus();
}

var x = canvas_pos.x;
var y = canvas_pos.y;

this.send_message(name, {x: x, y: y, button: event.button,
step: event.step,
guiEvent: simpleKeys(event)});

/* This prevents the web browser from automatically changing to
* the text insertion cursor when the button is pressed.  We want
* to control all of the cursor setting manually through the
* 'cursor' event from matplotlib */
event.preventDefault();
return false;
}

mpl.figure.prototype._key_event_extra = function(event, name) {
// Handle any extra behaviour associated with a key event
}

mpl.figure.prototype.key_event = function(event, name) {

// Prevent repeat events
if (name == 'key_press')
{
if (event.which === this._key)
return;
else
this._key = event.which;
}
if (name == 'key_release')
this._key = null;

var value = '';
if (event.ctrlKey && event.which != 17)
value += "ctrl+";
if (event.altKey && event.which != 18)
value += "alt+";
if (event.shiftKey && event.which != 16)
value += "shift+";

value += 'k';
value += event.which.toString();

this._key_event_extra(event, name);

this.send_message(name, {key: value,
guiEvent: simpleKeys(event)});
return false;
}

mpl.figure.prototype.toolbar_button_onclick = function(name) {
this.handle_save(this, null);
} else {
this.send_message("toolbar_button", {name: name});
}
};

mpl.figure.prototype.toolbar_button_onmouseover = function(tooltip) {
this.message.textContent = tooltip;
};
mpl.toolbar_items = [["Home", "Reset original view", "fa fa-home icon-home", "home"], ["Back", "Back to  previous view", "fa fa-arrow-left icon-arrow-left", "back"], ["Forward", "Forward to next view", "fa fa-arrow-right icon-arrow-right", "forward"], ["", "", "", ""], ["Pan", "Pan axes with left mouse, zoom with right", "fa fa-arrows icon-move", "pan"], ["Zoom", "Zoom to rectangle", "fa fa-square-o icon-check-empty", "zoom"], ["", "", "", ""], ["Download", "Download plot", "fa fa-floppy-o icon-save", "download"]];

mpl.extensions = ["eps", "jpeg", "pdf", "png", "ps", "raw", "svg", "tif"];

mpl.default_extension = "png";var comm_websocket_adapter = function(comm) {
// Create a "websocket"-like object which calls the given IPython comm
// object with the appropriate methods. Currently this is a non binary
// socket, so there is still some room for performance tuning.
var ws = {};

ws.close = function() {
comm.close()
};
ws.send = function(m) {
//console.log('sending', m);
comm.send(m);
};
// Register the callback with on_msg.
comm.on_msg(function(msg) {
//console.log('receiving', msg['content']['data'], msg);
// Pass the mpl event to the overriden (by mpl) onmessage function.
ws.onmessage(msg['content']['data'])
});
return ws;
}

mpl.mpl_figure_comm = function(comm, msg) {
// This is the function which gets called when the mpl process
// starts-up an IPython Comm through the "matplotlib" channel.

var id = msg.content.data.id;
// Get hold of the div created by the display call when the Comm
// socket was opened in Python.
var element = $("#" + id); var ws_proxy = comm_websocket_adapter(comm) function ondownload(figure, format) { window.open(figure.imageObj.src); } var fig = new mpl.figure(id, ws_proxy, ondownload, element.get(0)); // Call onopen now - mpl needs it, as it is assuming we've passed it a real // web socket which is closed, not our websocket->open comm proxy. ws_proxy.onopen(); fig.parent_element = element.get(0); fig.cell_info = mpl.find_output_cell("<div id='" + id + "'></div>"); if (!fig.cell_info) { console.error("Failed to find cell for figure", id, fig); return; } var output_index = fig.cell_info var cell = fig.cell_info; }; mpl.figure.prototype.handle_close = function(fig, msg) { fig.root.unbind('remove') // Update the output cell to use the data from the current canvas. fig.push_to_output(); var dataURL = fig.canvas.toDataURL(); // Re-enable the keyboard manager in IPython - without this line, in FF, // the notebook keyboard shortcuts fail. IPython.keyboard_manager.enable()$(fig.parent_element).html('<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">');
fig.close_ws(fig, msg);
}

mpl.figure.prototype.close_ws = function(fig, msg){
fig.send_message('closing', msg);
// fig.ws.close()
}

mpl.figure.prototype.push_to_output = function(remove_interactive) {
// Turn the data on the canvas into data in the output cell.
var dataURL = this.canvas.toDataURL();
this.cell_info['text/html'] = '<amp-img layout="responsive" width="500" height="300" src="' + dataURL + '">';
}

mpl.figure.prototype.updated_canvas_event = function() {
// Tell IPython that the notebook contents must change.
IPython.notebook.set_dirty(true);
this.send_message("ack", {});
var fig = this;
// Wait a second, then push the new image to the DOM so
// that it is saved nicely (might be nice to debounce this).
setTimeout(function () { fig.push_to_output() }, 1000);
}

mpl.figure.prototype._init_toolbar = function() {
var fig = this;

var nav_element = $('<div/>') nav_element.attr('style', 'width: 100%'); this.root.append(nav_element); // Define a callback function for later on. function toolbar_event(event) { return fig.toolbar_button_onclick(event['data']); } function toolbar_mouse_event(event) { return fig.toolbar_button_onmouseover(event['data']); } for(var toolbar_ind in mpl.toolbar_items){ var name = mpl.toolbar_items[toolbar_ind]; var tooltip = mpl.toolbar_items[toolbar_ind]; var image = mpl.toolbar_items[toolbar_ind]; var method_name = mpl.toolbar_items[toolbar_ind]; if (!name) { continue; }; var button =$('<button class="btn btn-default" href="#" title="' + name + '"><i class="fa ' + image + ' fa-lg"></i></button>');
button.click(method_name, toolbar_event);
button.mouseover(tooltip, toolbar_mouse_event);
nav_element.append(button);
}

var status_bar = ('<span class="mpl-message" style="text-align:right; float: right;"/>'); nav_element.append(status_bar); this.message = status_bar; // Add the close button to the window. var buttongrp =('<div class="btn-group inline pull-right"></div>');
var button = $('<button class="btn btn-mini btn-primary" href="#" title="Stop Interaction"><i class="fa fa-power-off icon-remove icon-large"></i></button>'); button.click(function (evt) { fig.handle_close(fig, {}); } ); button.mouseover('Stop Interaction', toolbar_mouse_event); buttongrp.append(button); var titlebar = this.root.find($('.ui-dialog-titlebar'));
titlebar.prepend(buttongrp);
}

mpl.figure.prototype._root_extra_style = function(el){
var fig = this
el.on("remove", function(){
fig.close_ws(fig, {});
});
}

mpl.figure.prototype._canvas_extra_style = function(el){
// this is important to make the div 'focusable
el.attr('tabindex', 0)
// reach out to IPython and tell the keyboard manager to turn it's self
// off when our div gets focus

// location in version 3
if (IPython.notebook.keyboard_manager) {
IPython.notebook.keyboard_manager.register_events(el);
}
else {
// location in version 2
IPython.keyboard_manager.register_events(el);
}

}

mpl.figure.prototype._key_event_extra = function(event, name) {
var manager = IPython.notebook.keyboard_manager;
if (!manager)
manager = IPython.keyboard_manager;

// Check for shift+enter
if (event.shiftKey && event.which == 13) {
this.canvas_div.blur();
event.shiftKey = false;
// Send a "J" for go to next cell
event.which = 74;
event.keyCode = 74;
manager.command_mode();
manager.handle_keydown(event);
}
}

mpl.figure.prototype.handle_save = function(fig, msg) {
}

mpl.find_output_cell = function(html_output) {
// Return the cell and output element which can be found *uniquely* in the notebook.
// Note - this is a bit hacky, but it is done because the "notebook_saving.Notebook"
// IPython event is triggered only after the cells have been serialised, which for
// our purposes (turning an active figure into a static one), is too late.
var cells = IPython.notebook.get_cells();
var ncells = cells.length;
for (var i=0; i<ncells; i++) {
var cell = cells[i];
if (cell.cell_type === 'code'){
for (var j=0; j<cell.output_area.outputs.length; j++) {
var data = cell.output_area.outputs[j];
if (data.data) {
// IPython >= 3 moved mimebundle to data attribute of output
data = data.data;
}
if (data['text/html'] == html_output) {
return [cell, data, j];
}
}
}
}
}

// Register the function which deals with the matplotlib target/channel.
// The kernel may be null if the page has been refreshed.
if (IPython.notebook.kernel != null) {
IPython.notebook.kernel.comm_manager.register_target('matplotlib', mpl.mpl_figure_comm);
}



## Interpretting Multiple Regression

Here are some things to keep in mind when interpretting a multple regression:

• Comparing the size of regression coefficients only makes sense if all the predictor (explanatory) variables have the same scale

• If the explanatory variables ($X_1, X_2,\ldots,X_m$) are highly correlated, then the regression solution is "unstable" -- a small change in the data could lead to a very large change in the regression model.



In [ ]: