-
Notifications
You must be signed in to change notification settings - Fork 7
/
Copy pathmissing.html
564 lines (310 loc) · 40.4 KB
/
missing.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
<!doctype html>
<html lang="en" class="no-js">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width,initial-scale=1">
<link rel="icon" href="_static/favicon.ico">
<title>Missing Data - statsmodels 0.15.0 (+617)</title>
<link rel="icon" type="image/png" sizes="32x32" href="_static/icons/favicon-32x32.png">
<link rel="icon" type="image/png" sizes="16x16" href="_static/icons/favicon-16x16.png">
<link rel="manifest" href="_static/icons/site.webmanifest">
<link rel="mask-icon" href="_static/icons/safari-pinned-tab.svg" color="#919191">
<meta name="msapplication-TileColor" content="#2b5797">
<meta name="msapplication-config" content="_static/icons/browserconfig.xml">
<link rel="stylesheet" href="_static/stylesheets/examples.css">
<link rel="stylesheet" href="_static/stylesheets/deprecation.css">
<meta name="theme-color" content="#4051b5">
<style>:root{--md-text-font:"Roboto";--md-code-font:"Roboto Mono"}</style>
<link rel="stylesheet" type="text/css" href="_static/sphinx_immaterial_theme.02cb18745d09eea51.min.css?v=ff456132" />
<link rel="stylesheet" type="text/css" href="_static/graphviz.css?v=fd3f3429" />
<link rel="stylesheet" type="text/css" href="_static/plot_directive.css" />
<script>__md_scope=new URL(".",location),__md_hash=e=>[...e].reduce((e,_)=>(e<<5)-e+_.charCodeAt(0),0),__md_get=(e,_=localStorage,t=__md_scope)=>JSON.parse(_.getItem(t.pathname+"."+e)),__md_set=(e,_,t=localStorage,a=__md_scope)=>{try{t.setItem(a.pathname+"."+e,JSON.stringify(_))}catch(e){}}</script>
</head>
<body dir="ltr" data-md-color-scheme="" data-md-color-primary="indigo" data-md-color-accent="blue">
<input class="md-toggle" data-md-toggle="drawer" type="checkbox" id="__drawer" autocomplete="off">
<input class="md-toggle" data-md-toggle="search" type="checkbox" id="__search" autocomplete="off">
<label class="md-overlay" for="__drawer"></label>
<div data-md-component="skip">
</div>
<div data-md-component="announce">
</div>
<div data-md-component="outdated" hidden>
</div>
<header class="md-header" data-md-component="header">
<nav class="md-header__inner md-grid" aria-label="Header">
<a href="index.html" title="statsmodels 0.15.0 (+617)" class="md-header__button md-logo" aria-label="statsmodels 0.15.0 (+617)" data-md-component="logo">
<img src="_static/statsmodels-logo-v2-bw.svg" alt="logo">
</a>
<label class="md-header__button md-icon" for="__drawer">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z"/></svg>
</label>
<div class="md-header__title" data-md-component="header-title">
<div class="md-header__ellipsis">
<div class="md-header__topic">
<span class="md-ellipsis">
statsmodels 0.15.0 (+617)
</span>
</div>
<div class="md-header__topic" data-md-component="header-topic">
<span class="md-ellipsis">
Missing Data
</span>
</div>
</div>
</div>
<label class="md-header__button md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
</label>
<div class="md-search" data-md-component="search" role="dialog">
<label class="md-search__overlay" for="__search"></label>
<div class="md-search__inner" role="search">
<form class="md-search__form" name="search">
<input type="text" class="md-search__input" name="query" aria-label="Search" placeholder="Search" autocapitalize="off" autocorrect="off" autocomplete="off" spellcheck="false" data-md-component="search-query" required>
<label class="md-search__icon md-icon" for="__search">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z"/></svg>
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg>
</label>
<nav class="md-search__options" aria-label="Search">
<button type="reset" class="md-search__icon md-icon" title="Clear" aria-label="Clear" tabindex="-1">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z"/></svg>
</button>
</nav>
</form>
<div class="md-search__output">
<div class="md-search__scrollwrap" data-md-scrollfix>
<div class="md-search-result" data-md-component="search-result">
<div class="md-search-result__meta">
Initializing search
</div>
<ol class="md-search-result__list"></ol>
</div>
</div>
</div>
</div>
</div>
<div class="md-header__source">
<a href="https://github.com/statsmodels/statsmodels/" title="Go to repository" class="md-source" data-md-component="source">
<div class="md-source__icon md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 496 512"><!--! Font Awesome Free 6.2.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M165.9 397.4c0 2-2.3 3.6-5.2 3.6-3.3.3-5.6-1.3-5.6-3.6 0-2 2.3-3.6 5.2-3.6 3-.3 5.6 1.3 5.6 3.6zm-31.1-4.5c-.7 2 1.3 4.3 4.3 4.9 2.6 1 5.6 0 6.2-2s-1.3-4.3-4.3-5.2c-2.6-.7-5.5.3-6.2 2.3zm44.2-1.7c-2.9.7-4.9 2.6-4.6 4.9.3 2 2.9 3.3 5.9 2.6 2.9-.7 4.9-2.6 4.6-4.6-.3-1.9-3-3.2-5.9-2.9zM244.8 8C106.1 8 0 113.3 0 252c0 110.9 69.8 205.8 169.5 239.2 12.8 2.3 17.3-5.6 17.3-12.1 0-6.2-.3-40.4-.3-61.4 0 0-70 15-84.7-29.8 0 0-11.4-29.1-27.8-36.6 0 0-22.9-15.7 1.6-15.4 0 0 24.9 2 38.6 25.8 21.9 38.6 58.6 27.5 72.9 20.9 2.3-16 8.8-27.1 16-33.7-55.9-6.2-112.3-14.3-112.3-110.5 0-27.5 7.6-41.3 23.6-58.9-2.6-6.5-11.1-33.3 2.6-67.9 20.9-6.5 69 27 69 27 20-5.6 41.5-8.5 62.8-8.5s42.8 2.9 62.8 8.5c0 0 48.1-33.6 69-27 13.7 34.7 5.2 61.4 2.6 67.9 16 17.7 25.8 31.5 25.8 58.9 0 96.5-58.9 104.2-114.8 110.5 9.2 7.9 17 22.9 17 46.4 0 33.7-.3 75.4-.3 83.6 0 6.5 4.6 14.4 17.3 12.1C428.2 457.8 496 362.9 496 252 496 113.3 383.5 8 244.8 8zM97.2 352.9c-1.3 1-1 3.3.7 5.2 1.6 1.6 3.9 2.3 5.2 1 1.3-1 1-3.3-.7-5.2-1.6-1.6-3.9-2.3-5.2-1zm-10.8-8.1c-.7 1.3.3 2.9 2.3 3.9 1.6 1 3.6.7 4.3-.7.7-1.3-.3-2.9-2.3-3.9-2-.6-3.6-.3-4.3.7zm32.4 35.6c-1.6 1.3-1 4.3 1.3 6.2 2.3 2.3 5.2 2.6 6.5 1 1.3-1.3.7-4.3-1.3-6.2-2.2-2.3-5.2-2.6-6.5-1zm-11.4-14.7c-1.6 1-1.6 3.6 0 5.9 1.6 2.3 4.3 3.3 5.6 2.3 1.6-1.3 1.6-3.9 0-6.2-1.4-2.3-4-3.3-5.6-2z"/></svg>
</div>
<div class="md-source__repository">
statsmodels
</div>
</a>
</div>
</nav>
</header>
<div class="md-container" data-md-component="container">
<main class="md-main" data-md-component="main">
<div class="md-main__inner md-grid">
<div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--primary" aria-label="Navigation" data-md-level="0">
<label class="md-nav__title" for="__drawer">
<a href="index.html" title="statsmodels 0.15.0 (+617)" class="md-nav__button md-logo" aria-label="statsmodels 0.15.0 (+617)" data-md-component="logo">
<img src="_static/statsmodels-logo-v2-bw.svg" alt="logo">
</a>
statsmodels 0.15.0 (+617)
</label>
<div class="md-nav__source">
<a href="https://github.com/statsmodels/statsmodels/" title="Go to repository" class="md-source" data-md-component="source">
<div class="md-source__icon md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 496 512"><!--! Font Awesome Free 6.2.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M165.9 397.4c0 2-2.3 3.6-5.2 3.6-3.3.3-5.6-1.3-5.6-3.6 0-2 2.3-3.6 5.2-3.6 3-.3 5.6 1.3 5.6 3.6zm-31.1-4.5c-.7 2 1.3 4.3 4.3 4.9 2.6 1 5.6 0 6.2-2s-1.3-4.3-4.3-5.2c-2.6-.7-5.5.3-6.2 2.3zm44.2-1.7c-2.9.7-4.9 2.6-4.6 4.9.3 2 2.9 3.3 5.9 2.6 2.9-.7 4.9-2.6 4.6-4.6-.3-1.9-3-3.2-5.9-2.9zM244.8 8C106.1 8 0 113.3 0 252c0 110.9 69.8 205.8 169.5 239.2 12.8 2.3 17.3-5.6 17.3-12.1 0-6.2-.3-40.4-.3-61.4 0 0-70 15-84.7-29.8 0 0-11.4-29.1-27.8-36.6 0 0-22.9-15.7 1.6-15.4 0 0 24.9 2 38.6 25.8 21.9 38.6 58.6 27.5 72.9 20.9 2.3-16 8.8-27.1 16-33.7-55.9-6.2-112.3-14.3-112.3-110.5 0-27.5 7.6-41.3 23.6-58.9-2.6-6.5-11.1-33.3 2.6-67.9 20.9-6.5 69 27 69 27 20-5.6 41.5-8.5 62.8-8.5s42.8 2.9 62.8 8.5c0 0 48.1-33.6 69-27 13.7 34.7 5.2 61.4 2.6 67.9 16 17.7 25.8 31.5 25.8 58.9 0 96.5-58.9 104.2-114.8 110.5 9.2 7.9 17 22.9 17 46.4 0 33.7-.3 75.4-.3 83.6 0 6.5 4.6 14.4 17.3 12.1C428.2 457.8 496 362.9 496 252 496 113.3 383.5 8 244.8 8zM97.2 352.9c-1.3 1-1 3.3.7 5.2 1.6 1.6 3.9 2.3 5.2 1 1.3-1 1-3.3-.7-5.2-1.6-1.6-3.9-2.3-5.2-1zm-10.8-8.1c-.7 1.3.3 2.9 2.3 3.9 1.6 1 3.6.7 4.3-.7.7-1.3-.3-2.9-2.3-3.9-2-.6-3.6-.3-4.3.7zm32.4 35.6c-1.6 1.3-1 4.3 1.3 6.2 2.3 2.3 5.2 2.6 6.5 1 1.3-1.3.7-4.3-1.3-6.2-2.2-2.3-5.2-2.6-6.5-1zm-11.4-14.7c-1.6 1-1.6 3.6 0 5.9 1.6 2.3 4.3 3.3 5.6 2.3 1.6-1.3 1.6-3.9 0-6.2-1.4-2.3-4-3.3-5.6-2z"/></svg>
</div>
<div class="md-source__repository">
statsmodels
</div>
</a>
</div>
<ul class="md-nav__list" data-md-scrollfix>
<li class="md-nav__item">
<a href="install.html" class="md-nav__link">
<span title="/install.rst (reference label)" class="md-ellipsis">Installing statsmodels</span>
</a>
</li>
<li class="md-nav__item">
<a href="gettingstarted.html" class="md-nav__link">
<span title="/gettingstarted.rst (reference label)" class="md-ellipsis">Getting started</span>
</a>
</li>
<li class="md-nav__item">
<a href="user-guide.html" class="md-nav__link">
<span title="/user-guide.rst (reference label)" class="md-ellipsis">User Guide</span>
</a>
</li>
<li class="md-nav__item">
<a href="examples/index.html" class="md-nav__link">
<span title="/examples/index.rst (reference label)" class="md-ellipsis">Examples</span>
</a>
</li>
<li class="md-nav__item">
<a href="api.html" class="md-nav__link">
<span title="/api.rst (reference label)" class="md-ellipsis">API Reference</span>
</a>
</li>
<li class="md-nav__item">
<a href="about.html" class="md-nav__link">
<span title="/about.rst (reference label)" class="md-ellipsis">About statsmodels</span>
</a>
</li>
<li class="md-nav__item">
<a href="dev/index.html" class="md-nav__link">
<span title="/dev/index.rst (reference label)" class="md-ellipsis">Developer Page</span>
</a>
</li>
<li class="md-nav__item">
<a href="release/index.html" class="md-nav__link">
<span title="/release/index.rst (reference label)" class="md-ellipsis">Release Notes</span>
</a>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" >
<div class="md-sidebar__scrollwrap">
<div class="md-sidebar__inner">
<nav class="md-nav md-nav--secondary">
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset" role="main">
<h1 id="missing-data"><span id="id1"></span>Missing Data<a class="headerlink" href="#missing-data" title="Link to this heading">¶</a></h1>
<p>All of the models can handle missing data. For performance reasons, the default is not to do any checking for missing data. If, however, you would like for missing data to be handled internally, you can do so by using the missing keyword argument. The default is to do nothing</p>
<div class="highlight-ipython notranslate"><div class="highlight"><pre><span></span><code><span class="gp">In [1]: </span><span class="kn">import</span><span class="w"> </span><span class="nn">statsmodels.api</span><span class="w"> </span><span class="k">as</span><span class="w"> </span><span class="nn">sm</span>
<span class="gp">In [2]: </span><span class="n">data</span> <span class="o">=</span> <span class="n">sm</span><span class="o">.</span><span class="n">datasets</span><span class="o">.</span><span class="n">longley</span><span class="o">.</span><span class="n">load</span><span class="p">()</span>
<span class="gp">In [3]: </span><span class="n">data</span><span class="o">.</span><span class="n">exog</span> <span class="o">=</span> <span class="n">sm</span><span class="o">.</span><span class="n">add_constant</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">exog</span><span class="p">)</span>
<span class="go"># add in some missing data</span>
<span class="gp">In [4]: </span><span class="n">missing_idx</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">array</span><span class="p">([</span><span class="kc">False</span><span class="p">]</span> <span class="o">*</span> <span class="nb">len</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">endog</span><span class="p">))</span>
<span class="gp">In [5]: </span><span class="n">missing_idx</span><span class="p">[[</span><span class="mi">4</span><span class="p">,</span> <span class="mi">10</span><span class="p">,</span> <span class="mi">15</span><span class="p">]]</span> <span class="o">=</span> <span class="kc">True</span>
<span class="gp">In [6]: </span><span class="n">data</span><span class="o">.</span><span class="n">endog</span><span class="p">[</span><span class="n">missing_idx</span><span class="p">]</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">nan</span>
<span class="gp">In [7]: </span><span class="n">ols_model</span> <span class="o">=</span> <span class="n">sm</span><span class="o">.</span><span class="n">OLS</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">endog</span><span class="p">,</span> <span class="n">data</span><span class="o">.</span><span class="n">exog</span><span class="p">)</span>
<span class="gp">In [8]: </span><span class="n">ols_fit</span> <span class="o">=</span> <span class="n">ols_model</span><span class="o">.</span><span class="n">fit</span><span class="p">()</span>
<span class="gp">In [9]: </span><span class="nb">print</span><span class="p">(</span><span class="n">ols_fit</span><span class="o">.</span><span class="n">params</span><span class="p">)</span>
<span class="go">const NaN</span>
<span class="go">GNPDEFL NaN</span>
<span class="go">GNP NaN</span>
<span class="go">UNEMP NaN</span>
<span class="go">ARMED NaN</span>
<span class="go">POP NaN</span>
<span class="go">YEAR NaN</span>
<span class="go">dtype: float64</span>
</code></pre></div>
</div>
<p>This silently fails and all of the model parameters are NaN, which is probably not what you expected. If you are not sure whether or not you have missing data you can use <cite>missing = ‘raise’</cite>. This will raise a <cite>MissingDataError</cite> during model instantiation if missing data is present so that you know something was wrong in your input data.</p>
<div class="highlight-ipython notranslate"><div class="highlight"><pre><span></span><code><span class="gp">In [10]: </span><span class="n">ols_model</span> <span class="o">=</span> <span class="n">sm</span><span class="o">.</span><span class="n">OLS</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">endog</span><span class="p">,</span> <span class="n">data</span><span class="o">.</span><span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="o">=</span><span class="s1">'raise'</span><span class="p">)</span>
<span class="gt">---------------------------------------------------------------------------</span>
<span class="ne">MissingDataError</span><span class="g g-Whitespace"> </span>Traceback (most recent call last)
<span class="n">Cell</span> <span class="n">In</span><span class="p">[</span><span class="mi">10</span><span class="p">],</span> <span class="n">line</span> <span class="mi">1</span>
<span class="ne">----> </span><span class="mi">1</span> <span class="n">ols_model</span> <span class="o">=</span> <span class="n">sm</span><span class="o">.</span><span class="n">OLS</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">endog</span><span class="p">,</span> <span class="n">data</span><span class="o">.</span><span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="o">=</span><span class="s1">'raise'</span><span class="p">)</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/regression/linear_model.py:921,</span> in <span class="ni">OLS.__init__</span><span class="nt">(self, endog, exog, missing, hasconst, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">918</span> <span class="n">msg</span> <span class="o">=</span> <span class="p">(</span><span class="s2">"Weights are not supported in OLS and will be ignored"</span>
<span class="g g-Whitespace"> </span><span class="mi">919</span> <span class="s2">"An exception will be raised in the next version."</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">920</span> <span class="n">warnings</span><span class="o">.</span><span class="n">warn</span><span class="p">(</span><span class="n">msg</span><span class="p">,</span> <span class="n">ValueWarning</span><span class="p">)</span>
<span class="ne">--> </span><span class="mi">921</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="o">=</span><span class="n">missing</span><span class="p">,</span>
<span class="g g-Whitespace"> </span><span class="mi">922</span> <span class="n">hasconst</span><span class="o">=</span><span class="n">hasconst</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">923</span> <span class="k">if</span> <span class="s2">"weights"</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">_init_keys</span><span class="p">:</span>
<span class="g g-Whitespace"> </span><span class="mi">924</span> <span class="bp">self</span><span class="o">.</span><span class="n">_init_keys</span><span class="o">.</span><span class="n">remove</span><span class="p">(</span><span class="s2">"weights"</span><span class="p">)</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/regression/linear_model.py:746,</span> in <span class="ni">WLS.__init__</span><span class="nt">(self, endog, exog, weights, missing, hasconst, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">744</span> <span class="k">else</span><span class="p">:</span>
<span class="g g-Whitespace"> </span><span class="mi">745</span> <span class="n">weights</span> <span class="o">=</span> <span class="n">weights</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
<span class="ne">--> </span><span class="mi">746</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="o">=</span><span class="n">missing</span><span class="p">,</span>
<span class="g g-Whitespace"> </span><span class="mi">747</span> <span class="n">weights</span><span class="o">=</span><span class="n">weights</span><span class="p">,</span> <span class="n">hasconst</span><span class="o">=</span><span class="n">hasconst</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">748</span> <span class="n">nobs</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">exog</span><span class="o">.</span><span class="n">shape</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span>
<span class="g g-Whitespace"> </span><span class="mi">749</span> <span class="n">weights</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">weights</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/regression/linear_model.py:200,</span> in <span class="ni">RegressionModel.__init__</span><span class="nt">(self, endog, exog, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">199</span> <span class="k">def</span><span class="w"> </span><span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="ne">--> </span><span class="mi">200</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">201</span> <span class="bp">self</span><span class="o">.</span><span class="n">pinv_wexog</span><span class="p">:</span> <span class="n">Float64Array</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span>
<span class="g g-Whitespace"> </span><span class="mi">202</span> <span class="bp">self</span><span class="o">.</span><span class="n">_data_attr</span><span class="o">.</span><span class="n">extend</span><span class="p">([</span><span class="s1">'pinv_wexog'</span><span class="p">,</span> <span class="s1">'wendog'</span><span class="p">,</span> <span class="s1">'wexog'</span><span class="p">,</span> <span class="s1">'weights'</span><span class="p">])</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/base/model.py:275,</span> in <span class="ni">LikelihoodModel.__init__</span><span class="nt">(self, endog, exog, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">274</span> <span class="k">def</span><span class="w"> </span><span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="ne">--> </span><span class="mi">275</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">276</span> <span class="bp">self</span><span class="o">.</span><span class="n">initialize</span><span class="p">()</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/base/model.py:97,</span> in <span class="ni">Model.__init__</span><span class="nt">(self, endog, exog, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">95</span> <span class="n">missing</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">pop</span><span class="p">(</span><span class="s1">'missing'</span><span class="p">,</span> <span class="s1">'none'</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">96</span> <span class="n">hasconst</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">pop</span><span class="p">(</span><span class="s1">'hasconst'</span><span class="p">,</span> <span class="kc">None</span><span class="p">)</span>
<span class="ne">---> </span><span class="mi">97</span> <span class="bp">self</span><span class="o">.</span><span class="n">data</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_handle_data</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="p">,</span> <span class="n">hasconst</span><span class="p">,</span>
<span class="g g-Whitespace"> </span><span class="mi">98</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">99</span> <span class="bp">self</span><span class="o">.</span><span class="n">k_constant</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">data</span><span class="o">.</span><span class="n">k_constant</span>
<span class="g g-Whitespace"> </span><span class="mi">100</span> <span class="bp">self</span><span class="o">.</span><span class="n">exog</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">data</span><span class="o">.</span><span class="n">exog</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/base/model.py:137,</span> in <span class="ni">Model._handle_data</span><span class="nt">(self, endog, exog, missing, hasconst, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">136</span> <span class="k">def</span><span class="w"> </span><span class="nf">_handle_data</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="p">,</span> <span class="n">hasconst</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
<span class="ne">--> </span><span class="mi">137</span> <span class="n">data</span> <span class="o">=</span> <span class="n">handle_data</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="p">,</span> <span class="n">hasconst</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">138</span> <span class="c1"># kwargs arrays could have changed, easier to just attach here</span>
<span class="g g-Whitespace"> </span><span class="mi">139</span> <span class="k">for</span> <span class="n">key</span> <span class="ow">in</span> <span class="n">kwargs</span><span class="p">:</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/base/data.py:702,</span> in <span class="ni">handle_data</span><span class="nt">(endog, exog, missing, hasconst, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">699</span> <span class="n">exog</span> <span class="o">=</span> <span class="n">np</span><span class="o">.</span><span class="n">asarray</span><span class="p">(</span><span class="n">exog</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">701</span> <span class="n">klass</span> <span class="o">=</span> <span class="n">handle_data_class_factory</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">)</span>
<span class="ne">--> </span><span class="mi">702</span> <span class="k">return</span> <span class="n">klass</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="o">=</span><span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="o">=</span><span class="n">missing</span><span class="p">,</span> <span class="n">hasconst</span><span class="o">=</span><span class="n">hasconst</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/base/data.py:76,</span> in <span class="ni">ModelData.__init__</span><span class="nt">(self, endog, exog, missing, hasconst, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">74</span> <span class="bp">self</span><span class="o">.</span><span class="n">formula</span> <span class="o">=</span> <span class="n">kwargs</span><span class="o">.</span><span class="n">pop</span><span class="p">(</span><span class="s2">"formula"</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">75</span> <span class="k">if</span> <span class="n">missing</span> <span class="o">!=</span> <span class="s2">"none"</span><span class="p">:</span>
<span class="ne">---> </span><span class="mi">76</span> <span class="n">arrays</span><span class="p">,</span> <span class="n">nan_idx</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">handle_missing</span><span class="p">(</span><span class="n">endog</span><span class="p">,</span> <span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">77</span> <span class="bp">self</span><span class="o">.</span><span class="n">missing_row_idx</span> <span class="o">=</span> <span class="n">nan_idx</span>
<span class="g g-Whitespace"> </span><span class="mi">78</span> <span class="bp">self</span><span class="o">.</span><span class="vm">__dict__</span><span class="o">.</span><span class="n">update</span><span class="p">(</span><span class="n">arrays</span><span class="p">)</span> <span class="c1"># attach all the data arrays</span>
<span class="nn">File /opt/hostedtoolcache/Python/3.10.16/x64/lib/python3.10/site-packages/statsmodels/base/data.py:297,</span> in <span class="ni">ModelData.handle_missing</span><span class="nt">(cls, endog, exog, missing, **kwargs)</span>
<span class="g g-Whitespace"> </span><span class="mi">294</span> <span class="k">return</span> <span class="n">combined</span><span class="p">,</span> <span class="p">[]</span>
<span class="g g-Whitespace"> </span><span class="mi">296</span> <span class="k">elif</span> <span class="n">missing</span> <span class="o">==</span> <span class="s2">"raise"</span><span class="p">:</span>
<span class="ne">--> </span><span class="mi">297</span> <span class="k">raise</span> <span class="n">MissingDataError</span><span class="p">(</span><span class="s2">"NaNs were encountered in the data"</span><span class="p">)</span>
<span class="g g-Whitespace"> </span><span class="mi">299</span> <span class="k">elif</span> <span class="n">missing</span> <span class="o">==</span> <span class="s2">"drop"</span><span class="p">:</span>
<span class="g g-Whitespace"> </span><span class="mi">300</span> <span class="n">nan_mask</span> <span class="o">=</span> <span class="o">~</span><span class="n">nan_mask</span>
<span class="ne">MissingDataError</span>: NaNs were encountered in the data
</code></pre></div>
</div>
<p>If you want statsmodels to handle the missing data by dropping the observations, use <cite>missing = ‘drop’</cite>.</p>
<div class="highlight-ipython notranslate"><div class="highlight"><pre><span></span><code><span class="gp">In [11]: </span><span class="n">ols_model</span> <span class="o">=</span> <span class="n">sm</span><span class="o">.</span><span class="n">OLS</span><span class="p">(</span><span class="n">data</span><span class="o">.</span><span class="n">endog</span><span class="p">,</span> <span class="n">data</span><span class="o">.</span><span class="n">exog</span><span class="p">,</span> <span class="n">missing</span><span class="o">=</span><span class="s1">'drop'</span><span class="p">)</span>
</code></pre></div>
</div>
<p>We are considering adding a configuration framework so that you can set the option with a global setting.</p>
<hr>
<div class="md-source-file">
<small>
Last update:
Feb 19, 2025
</small>
</div>
</article>
</div>
</div>
</main>
<footer class="md-footer">
<div class="md-footer-meta md-typeset">
<div class="md-footer-meta__inner md-grid">
<div class="md-copyright">
<div class="md-footer-copyright__highlight">
© Copyright 2009-2025, Josef Perktold, Skipper Seabold, Jonathan Taylor, statsmodels-developers.
</div>
Created using
<a href="https://www.sphinx-doc.org/" target="_blank" rel="noopener">Sphinx</a>
7.3.7.
and
<a href="https://github.com/jbms/sphinx-immaterial/" target="_blank" rel="noopener">Sphinx-Immaterial</a>
</div>
<div class="md-social">
<a href="https://github.com/statsmodels/statsmodels/" target="_blank" rel="noopener" title="Source on github.com" class="md-social__link">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 496 512"><!--! Font Awesome Free 6.2.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M165.9 397.4c0 2-2.3 3.6-5.2 3.6-3.3.3-5.6-1.3-5.6-3.6 0-2 2.3-3.6 5.2-3.6 3-.3 5.6 1.3 5.6 3.6zm-31.1-4.5c-.7 2 1.3 4.3 4.3 4.9 2.6 1 5.6 0 6.2-2s-1.3-4.3-4.3-5.2c-2.6-.7-5.5.3-6.2 2.3zm44.2-1.7c-2.9.7-4.9 2.6-4.6 4.9.3 2 2.9 3.3 5.9 2.6 2.9-.7 4.9-2.6 4.6-4.6-.3-1.9-3-3.2-5.9-2.9zM244.8 8C106.1 8 0 113.3 0 252c0 110.9 69.8 205.8 169.5 239.2 12.8 2.3 17.3-5.6 17.3-12.1 0-6.2-.3-40.4-.3-61.4 0 0-70 15-84.7-29.8 0 0-11.4-29.1-27.8-36.6 0 0-22.9-15.7 1.6-15.4 0 0 24.9 2 38.6 25.8 21.9 38.6 58.6 27.5 72.9 20.9 2.3-16 8.8-27.1 16-33.7-55.9-6.2-112.3-14.3-112.3-110.5 0-27.5 7.6-41.3 23.6-58.9-2.6-6.5-11.1-33.3 2.6-67.9 20.9-6.5 69 27 69 27 20-5.6 41.5-8.5 62.8-8.5s42.8 2.9 62.8 8.5c0 0 48.1-33.6 69-27 13.7 34.7 5.2 61.4 2.6 67.9 16 17.7 25.8 31.5 25.8 58.9 0 96.5-58.9 104.2-114.8 110.5 9.2 7.9 17 22.9 17 46.4 0 33.7-.3 75.4-.3 83.6 0 6.5 4.6 14.4 17.3 12.1C428.2 457.8 496 362.9 496 252 496 113.3 383.5 8 244.8 8zM97.2 352.9c-1.3 1-1 3.3.7 5.2 1.6 1.6 3.9 2.3 5.2 1 1.3-1 1-3.3-.7-5.2-1.6-1.6-3.9-2.3-5.2-1zm-10.8-8.1c-.7 1.3.3 2.9 2.3 3.9 1.6 1 3.6.7 4.3-.7.7-1.3-.3-2.9-2.3-3.9-2-.6-3.6-.3-4.3.7zm32.4 35.6c-1.6 1.3-1 4.3 1.3 6.2 2.3 2.3 5.2 2.6 6.5 1 1.3-1.3.7-4.3-1.3-6.2-2.2-2.3-5.2-2.6-6.5-1zm-11.4-14.7c-1.6 1-1.6 3.6 0 5.9 1.6 2.3 4.3 3.3 5.6 2.3 1.6-1.3 1.6-3.9 0-6.2-1.4-2.3-4-3.3-5.6-2z"/></svg>
</a>
<a href="https://pypi.org/project/statsmodels/" target="_blank" rel="noopener" title="pypi.org" class="md-social__link">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.2.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M439.8 200.5c-7.7-30.9-22.3-54.2-53.4-54.2h-40.1v47.4c0 36.8-31.2 67.8-66.8 67.8H172.7c-29.2 0-53.4 25-53.4 54.3v101.8c0 29 25.2 46 53.4 54.3 33.8 9.9 66.3 11.7 106.8 0 26.9-7.8 53.4-23.5 53.4-54.3v-40.7H226.2v-13.6h160.2c31.1 0 42.6-21.7 53.4-54.2 11.2-33.5 10.7-65.7 0-108.6zM286.2 404c11.1 0 20.1 9.1 20.1 20.3 0 11.3-9 20.4-20.1 20.4-11 0-20.1-9.2-20.1-20.4.1-11.3 9.1-20.3 20.1-20.3zM167.8 248.1h106.8c29.7 0 53.4-24.5 53.4-54.3V91.9c0-29-24.4-50.7-53.4-55.6-35.8-5.9-74.7-5.6-106.8.1-45.2 8-53.4 24.7-53.4 55.6v40.7h106.9v13.6h-147c-31.1 0-58.3 18.7-66.8 54.2-9.8 40.7-10.2 66.1 0 108.6 7.6 31.6 25.7 54.2 56.8 54.2H101v-48.8c0-35.3 30.5-66.4 66.8-66.4zm-6.7-142.6c-11.1 0-20.1-9.1-20.1-20.3.1-11.3 9-20.4 20.1-20.4 11 0 20.1 9.2 20.1 20.4s-9 20.3-20.1 20.3z"/></svg>
</a>
<a href="https://doi.org/10.5281/zenodo.593847" target="_blank" rel="noopener" title="doi.org" class="md-social__link">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512"><!--! Font Awesome Free 6.2.0 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2022 Fonticons, Inc.--><path d="M0 216C0 149.7 53.7 96 120 96h8c17.7 0 32 14.3 32 32s-14.3 32-32 32h-8c-30.9 0-56 25.1-56 56v8h64c35.3 0 64 28.7 64 64v64c0 35.3-28.7 64-64 64H64c-35.3 0-64-28.7-64-64V216zm256 0c0-66.3 53.7-120 120-120h8c17.7 0 32 14.3 32 32s-14.3 32-32 32h-8c-30.9 0-56 25.1-56 56v8h64c35.3 0 64 28.7 64 64v64c0 35.3-28.7 64-64 64h-64c-35.3 0-64-28.7-64-64V216z"/></svg>
</a>
</div>
</div>
</div>
</footer>
</div>
<div class="md-dialog" data-md-component="dialog">
<div class="md-dialog__inner md-typeset"></div>
</div>
<script id="__config" type="application/json">{"base": ".", "features": [], "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.config.lang": "en", "search.config.pipeline": "trimmer, stopWordFilter", "search.config.separator": "[\\s\\-]+", "search.placeholder": "Search", "search.result.more.one": "1 more on this page", "search.result.more.other": "# more on this page", "search.result.none": "No matching documents", "search.result.one": "1 matching document", "search.result.other": "# matching documents", "search.result.placeholder": "Type to start searching", "search.result.term.missing": "Missing", "select.version.title": "Select version"}, "version": {"provider": "mike", "staticVersions": null, "versionPath": "../versions-v3.json"}}</script>
<script src="_static/sphinx_immaterial_theme.f9d9eeeb247ace16c.min.js?v=8ec58cb5"></script>
<script crossorigin="anonymous" integrity="sha256-Ae2Vz/4ePdIu6ZyI/5ZGsYnb+m0JlOmKPjt6XZ9JJkA=" src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.4/require.min.js"></script>
</body>
</html>