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When using anova_lm from statsmodels with a single multiple linear regression model, how are statistics for each predictor calculated ?

E.g.

model = sm.formula.ols(mpg ~ cylinders + displacement + horsepower + weight + acceleration + year + origin, data = auto)

anova_lm(model)

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How are sum_sq, mean_sq and F values calculated for each independent predictor (e.g.horsepower) ?

Stefan
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0 Answers0