import statsmodels.api as sm import pandas from patsy import dmatrices url = "http://vincentarelbundock.github.com/Rdatasets/csv/Guerry.csv" df = pandas.read_csv(url) vars = ['Department', 'Lottery', 'Literacy', 'Wealth', 'Region'] df = df[vars] df[-5:] df = df.dropna() df[-5:] y, X = dmatrices('Lottery ~ Literacy + Wealth + Region', data=df, return_type='dataframe') print y[:3] X[:3] mod = sm.OLS(y, X) # Describe model res = mod.fit() # Fit model print res.summary() # Summarize model print res.params print 'R2: ', res.rsquared sm.stats.linear_rainbow(res) print sm.stats.linear_rainbow.__doc__ from statsmodels.graphics.regressionplots import plot_partregress plot_partregress(res)