Last Update: March 22, 2022
My online video tutorials are hosted at YouTube channel.
For learning this concept, you can view my online video tutorials: Homogeneity of Regression Slopes: Dummy Variables in Python (Spyder) and Homogeneity of Regression Slopes: Dummy Variables in Python (Jupyter).
Videos Code
1. Package
import statsmodels.api as sm
import statsmodels.formula.api as smf
2. Data
houseprices_object = sm.datasets.get_rdataset(dataname="HousePrices",
package="AER", cache=True)
houseprices = houseprices_object.data
print(houseprices.head())
print(houseprices_object.__doc__)
3. Model
mlr = smf.ols(formula="price ~ lotsize + bedrooms + aircon + \
lotsize*aircon + bedrooms*aircon",
data=houseprices).fit()
print(mlr.summary())
4. Homogeneity
Wald Test
waldtest = mlr.wald_test(r_matrix="aircon[T.yes] = \
lotsize:aircon[T.yes] = \
bedrooms:aircon[T.yes] = 0", use_f=True)
print(waldtest)
Courses
My online courses are hosted at Teachable website.
For more details on this concept, you can view my Linear Regression in Python Course.