[파이썬] statsmodels 카운트 데이터 모델

In statistical modeling and analysis, count data refers to data that represents the number of occurrences of an event within a certain time frame or space. Examples of count data include the number of customer visits to a website, the number of accidents on a road, or the number of purchases made by customers.

In Python, one popular library for statistical modeling is Statsmodels, which provides a comprehensive set of tools for conducting statistical analysis. Statsmodels includes various count data models that can be used to analyze and model count data.

Poisson Regression

One common count data model is the Poisson regression, which assumes that the count variable follows a Poisson distribution. The Poisson regression is used when we want to model the relationship between the count response variable and one or more predictor variables.

Here’s an example of how to fit a Poisson regression model using Statsmodels:

import statsmodels.api as sm

# Load the count data
count_data = sm.datasets.get_rdataset('nhtemp').data

# Specify the predictor variables
predictors = count_data[['year', 'month', 'heating_deg_days']]

# Specify the response variable
response = count_data['temp']

# Fit the Poisson model
poisson_model = sm.GLM(response, predictors, family=sm.families.Poisson())
poisson_results = poisson_model.fit()

# Print the summary of the model
print(poisson_results.summary())

In this example, we use the get_rdataset() function from Statsmodels to load a sample count data set called “nhtemp”. We then specify the predictor variables (year, month, and heating degree days) and the response variable (temperature). We create a Poisson regression model using the GLM() function and the Poisson() family, and fit the model using the fit() method. Finally, we print a summary of the model results.

Negative Binomial Regression

Another count data model is the Negative Binomial regression, which is an extension of the Poisson regression model. The Negative Binomial regression is used when the assumption of equal mean and variance of the Poisson distribution is violated.

Here’s an example of how to fit a Negative Binomial regression model using Statsmodels:

import statsmodels.api as sm

# Load the count data
count_data = sm.datasets.get_rdataset('nki70').data

# Specify the predictor variables
predictors = count_data[['age', 'menopause']]

# Specify the response variable
response = count_data['fx']

# Fit the Negative Binomial model
nb_model = sm.GLM(response, predictors, family=sm.families.NegativeBinomial())
nb_results = nb_model.fit()

# Print the summary of the model
print(nb_results.summary())

In this example, we use the get_rdataset() function to load a sample count data set called “nki70”. We specify the predictor variables (age and menopause status) and the response variable (number of fractures). We create a Negative Binomial regression model using the GLM() function and the NegativeBinomial() family, and fit the model using the fit() method. Finally, we print a summary of the model results.

Statsmodels provides many more count data models, including Zero-Inflated Poisson and Zero-Inflated Negative Binomial models, which are suitable for count data with excess zeroes. These models can be useful in various fields, such as healthcare, finance, and marketing.

By using the count data models in Statsmodels, you can gain insights and make predictions about count variables based on their relationships with predictor variables.