I want to get the OLS coefficients for an equation like:
y=a+ax1+ax2+...+ax8
I have the code below, but I just get 7 coefficients instead of 8. I was expecting 8 coefficients. Why this is happening?
yy = [498.0, 238.0, 339.0, 172.0, 310.0, 249.0, 195.0, 173.0, 332.0, 204.0]
xx = [[8.333334, 930397626.0, 322654980.0, 2, 161.0, 29.0, 1999.999, 12335088.0],
[8.333334, 978809835.0, 927942625.0, 3, 85.0, 1.0, 1999.999, 12335088.0],
[100.0, 1168151674.0, 309743797.0, 4, 208.0, 29.0, 1999.999, 12335088.0],
[100.0, 903582453.0, 346402518.0, 4, 156.0, 30.0, 1999.999, 12335088.0],
[8.333334, 930397626.0, 322654980.0, 4, 156.0, 30.0, 1999.999, 12335088.0]]
X = np.array(xx)
Y = np.array(yy)
results = sm.OLS(Y, X).fit()
print results.summary()
coef std err t P>|t| [95.0% Conf. Int.]
------------------------------------------------------------------------------
x1 6.2988 2.479 2.541 0.085 -1.592 14.189
x2 -1.108e-05 4.63e-06 -2.392 0.097 -2.58e-05 3.66e-06
x3 -2.061e-05 5.85e-06 -3.521 0.039 -3.92e-05 -1.98e-06
x4 523.1934 208.974 2.504 0.087 -141.854 1188.241
x5 33.2000 17.488 1.898 0.154 -22.455 88.855
x6 -545.1934 168.326 -3.239 0.048 -1080.881 -9.506
x7 3.675e-07 1.11e-07 3.307 0.045 1.39e-08 7.21e-07
const 0.0023 0.001 3.308 0.045 8.61e-05 0.004