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ANOVA

Analysis of Variance models

Examples

In [1]: import statsmodels.api as sm

In [2]: from statsmodels.formula.api import ols

In [3]: moore = sm.datasets.get_rdataset("Moore", "car",
   ...:                                  cache=True) # load data
   ...: 

In [4]: data = moore.data

In [5]: data = data.rename(columns={"partner.status":
   ...:                             "partner_status"}) # make name pythonic
   ...: 

In [6]: moore_lm = ols('conformity ~ C(fcategory, Sum)*C(partner_status, Sum)',
   ...:                 data=data).fit()
   ...: 

In [7]: table = sm.stats.anova_lm(moore_lm, typ=2) # Type 2 ANOVA DataFrame

In [8]: print(table)
                                              sum_sq    df          F  \
C(fcategory, Sum)                          11.614700   2.0   0.276958   
C(partner_status, Sum)                    212.213778   1.0  10.120692   
C(fcategory, Sum):C(partner_status, Sum)  175.488928   2.0   4.184623   
Residual                                  817.763961  39.0        NaN   

                                            PR(>F)  
C(fcategory, Sum)                         0.759564  
C(partner_status, Sum)                    0.002874  
C(fcategory, Sum):C(partner_status, Sum)  0.022572  
Residual                                       NaN  

A more detailed example can be found here:

Module Reference

anova_lm(*args, **kwargs) ANOVA table for one or more fitted linear models.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/anova.html