python - Python StatsModels & Appelpy：MissingDataError：exog 包含 inf 或 nans

Question

问题

exog contains inf or nan在使用基本上包装了 statsmodels 库的 appelpy 库时获取分类。当我检查我的数据帧的最大、最小和 nan 计数时，我得到16.515144564913754, -17.483752761281725, 0.

关于可能出错的任何想法？

完整的堆栈跟踪

--> 587                 self.train_transformed_data.columns.values,
    588             ).fit()
    589             return ols

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/appelpy/linear_model.py in fit(self, printing)
    637         self._model_selection_stats = model_selection_dict
    638 
--> 639         self._standardize_results()
    640 
    641         self._is_fitted = True

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/appelpy/linear_model.py in _standardize_results(self)
    663         # Model fitting
    664         model_standardized = sm.OLS(self._y_standardized,
--> 665                                     sm.add_constant(self._X_standardized))
    666         results_obj = model_standardized.fit(cov_type=self._cov_type)
    667         self._resid_standardized = pd.Series((self._results.get_influence()

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/regression/linear_model.py in __init__(self, endog, exog, missing, hasconst, **kwargs)
    836                  **kwargs):
    837         super(OLS, self).__init__(endog, exog, missing=missing,
--> 838                                   hasconst=hasconst, **kwargs)
    839         if "weights" in self._init_keys:
    840             self._init_keys.remove("weights")

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/regression/linear_model.py in __init__(self, endog, exog, weights, missing, hasconst, **kwargs)
    682             weights = weights.squeeze()
    683         super(WLS, self).__init__(endog, exog, missing=missing,
--> 684                                   weights=weights, hasconst=hasconst, **kwargs)
    685         nobs = self.exog.shape[0]
    686         weights = self.weights

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/regression/linear_model.py in __init__(self, endog, exog, **kwargs)
    194     """
    195     def __init__(self, endog, exog, **kwargs):
--> 196         super(RegressionModel, self).__init__(endog, exog, **kwargs)
    197         self._data_attr.extend(['pinv_wexog', 'wendog', 'wexog', 'weights'])
    198 

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/base/model.py in __init__(self, endog, exog, **kwargs)
    214 
    215     def __init__(self, endog, exog=None, **kwargs):
--> 216         super(LikelihoodModel, self).__init__(endog, exog, **kwargs)
    217         self.initialize()
    218 

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/base/model.py in __init__(self, endog, exog, **kwargs)
     66         hasconst = kwargs.pop('hasconst', None)
     67         self.data = self._handle_data(endog, exog, missing, hasconst,
---> 68                                       **kwargs)
     69         self.k_constant = self.data.k_constant
     70         self.exog = self.data.exog

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/base/model.py in _handle_data(self, endog, exog, missing, hasconst, **kwargs)
     89 
     90     def _handle_data(self, endog, exog, missing, hasconst, **kwargs):
---> 91         data = handle_data(endog, exog, missing, hasconst, **kwargs)
     92         # kwargs arrays could have changed, easier to just attach here
     93         for key in kwargs:

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/base/data.py in handle_data(endog, exog, missing, hasconst, **kwargs)
    633     klass = handle_data_class_factory(endog, exog)
    634     return klass(endog, exog=exog, missing=missing, hasconst=hasconst,
--> 635                  **kwargs)

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/base/data.py in __init__(self, endog, exog, missing, hasconst, **kwargs)
     78         self.const_idx = None
     79         self.k_constant = 0
---> 80         self._handle_constant(hasconst)
     81         self._check_integrity()
     82         self._cache = {}

~/.local/share/virtualenvs/crawto-LwgXxa6A/lib/python3.6/site-packages/statsmodels/base/data.py in _handle_constant(self, hasconst)
    124             ptp_ = np.ptp(self.exog, axis=0)
    125             if not np.isfinite(ptp_).all():
--> 126                 raise MissingDataError('exog contains inf or nans')
    127             const_idx = np.where(ptp_ == 0)[0].squeeze()
    128             self.k_constant = const_idx.size

MissingDataError: exog contains inf or nans```

标签： pythonlinear-regressionstatsmodels