如何從numpy.linalg.lstsq獲取p值？

Question

我想計算我從numpy.linalg.lstsq獲得的擬合的p值。這裏的玩具例子：

import numpy as np 
x = np.array([[ 58295.62187335],[ 45420.95483714],[ 3398.64920064],[ 977.22166306],[ 5515.32801851],[ 14184.57621022],[ 16027.2803392 ],[ 15313.01865824],[ 6443.2448182 ]]) 
y = np.array([ 143547.79123381, 22996.69597427, 2591.56411049, 661.93115277, 8826.96549102, 17735.13549851, 11629.13003263, 14438.33177173, 6997.89334741]) 

a, res, rank, s = np.linalg.lstsq(x, y) 

從以前的問題（get the R^2 value from scipy.linalg.lstsq）我知道必須讓R 2，但我也想計算的p值。

在此先感謝。

Answer 1

你可以使用scipy.stats

import numpy as np 
from scipy.stats import pearsonr 
x = np.array([ 58295.62187335, 45420.95483714, 3398.64920064, 977.22166306, 5515.32801851, 14184.57621022, 16027.2803392 , 15313.01865824, 6443.2448182 ]) 
y = np.array([ 143547.79123381, 22996.69597427, 2591.56411049, 661.93115277, 8826.96549102, 17735.13549851, 11629.13003263, 14438.33177173, 6997.89334741]) 

r, p = pearsonr(x,y)