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a guest May 17th, 2018 94 Never
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  1. import random as r
  2.     import numpy as np
  3.     import pandas as pd
  4.     import statsmodels as smf
  5.  
  6.     j = 0
  7.     #Here below i'm just saying that j has to be lower then n*(n-1)*(n-2)*(n-3)*(n-4), which is the amount of combinations that you can find by extracting 5 different coefficients from a n columns database.#
  8.  
  9.     while j < ((Dataframe.shape[1])*(Dataframe.shape[1]-1)*(Dataframe.shape[1]-2)*(Dataframe.shape[1]-3)*(Dataframe.shape[1]-4)):
  10.  
  11.   #Below our dependent variable X, which is randomized from the dataframe#    
  12.  
  13.         X = Dataframe.iloc[:, r.sample(range(4,Dataframe.shape[1]),5)]
  14.         #Below our model, a classic OLS with constant#
  15.         sm.add_constant(X , prepend=True )
  16.         Model = smf.OLS(Y, X)
  17.         #Below the results for a single regression#
  18.         Results = Model.fit()
  19.    
  20. #The Results parameters type is "Pandas.Core.Series.Series",
  21.         therefore I have transformed the values within Results.params into a
  22.         Database#
  23.  
  24.         Parameters = pd.DataFrame(Results.params).reset_index()
  25.         Parameters.columns = ['names', 'values']
  26.  
  27.         #Below you will see our database, named as DB_Parameters, right now
  28.         #it's nothing but a repository for all the 47 coefficient names to be in place.#
  29.  
  30.         DB_Parameters = pd.DataFrame(np.unique(np.append(DB_Parameters, Parameters.iloc[:,0])))
  31.         DB_Parameters.columns = ['names']
  32.  
  33.         if all((Parameters['names']).isin(Databank.iloc[:,0])):              
  34.  
  35.              #Here i want start to populate the database with the regression parameters#
  36.    
  37. print(DB_Parameters):
  38.          names params
  39.          const 0.04
  40.          B_1   0.05
  41.          B_2   0.03
  42.          B_3   NaN
  43.          B_4   NaN
  44.          B_5   0.96
  45.    
  46. const = 0.04
  47.        B_1 = 0.05
  48.    
  49. const = 0.06
  50.        B_1 = 0.12
  51.    
  52. name  iteration1      iteration2   .... .....  ....
  53.        const 0.04            0.06
  54.        B_1   0.05            0.015
  55.        B_2   0.03           "Eventually, another value, if extracted"
  56.        B_3   NaN            "Eventually, another value, if extracted"
  57.        ...   ...             NaN
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