| Authors: | Gaël Varoquaux |
|---|
Warning
Superseeded materials
The materials in this tutorial is superseeded and the reader should refer to the corresponding chapter in the scipy lecture notes.
Materials for the "Statistics in Python" euroscipy 2015 tutorial.
Requirements
- Standard scientific Python environment (numpy, scipy, matplotlib)
- Pandas
- Statsmodels
- Seaborn
To install Python and these dependencies, we recommend that you download Anaconda Python, or use Ubuntu's package manager.
Tip
Why Python for statistics?
R is a language dedicated to statistics. Python is a general purpose language with statistics module. R has more statistical analysis features than Python, and specialized syntaxes. However, when it comes to building complex analysis pipelines that mix statistics with e.g. image analysis, text mining, or control of a physical experiment, the richness of Python is an invaluable asset.
Contents
Tip
In this document, the Python prompts are represented with the sign ">>>". To copy-paste code, you can click on the top right of the code blocks, to hide the prompts and the outputs.
The setting that we consider for statistical analysis is that of multiple observations or samples described by a set of different attributes or features. The data can than be seen as a 2D table, or matrix, with columns given the different attributes of the data, and rows the observations. For instance, the data contained in :download:`examples/brain_size.csv`:
Tip
We will store and manipulate this data in a :class:`pandas.DataFrame`, from the pandas module. It is the Python equivalent of the spreadsheet table. It is different from a 2D numpy array as it has named columns, can contained a mixture of different data types by column, and has elaborate selection and pivotal mechanisms.
Separator
It is a CSV file, but the separator is ";"
Reading from a CSV file: Using the above CSV file that gives observations of brain size and weight and IQ (Willerman et al. 1991), the data are a mixture of numerical and categorical values:
>>> import pandas
>>> data = pandas.read_csv('examples/brain_size.csv', sep=';', na_values=".")
>>> data # doctest: +ELLIPSIS
Unnamed: 0 Gender FSIQ VIQ PIQ Weight Height MRI_Count
0 1 Female 133 132 124 118 64.5 816932
1 2 Male 140 150 124 NaN 72.5 1001121
2 3 Male 139 123 150 143 73.3 1038437
3 4 Male 133 129 128 172 68.8 965353
4 5 Female 137 132 134 147 65.0 951545
...
Warning
Missing values
The weight of the second individual is missing in the CSV file. If we don't specify the missing value (NA = not available) marker, we will not be able to do statistical analysis.
Creating from arrays:: data-frames can also be seen as a dictionary of 1D 'series', eg arrays or lists. If we have 3 numpy arrays:
>>> import numpy as np >>> t = np.linspace(-6, 6, 20) >>> sin_t = np.sin(t) >>> cos_t = np.cos(t)
We can expose them as a pandas dataframe:
>>> pandas.DataFrame({'t': t, 'sin': sin_t, 'cos': cos_t}) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
cos sin t
0 0.960170 0.279415 -6.000000
1 0.609977 0.792419 -5.368421
2 0.024451 0.999701 -4.736842
3 -0.570509 0.821291 -4.105263
4 -0.945363 0.326021 -3.473684
5 -0.955488 -0.295030 -2.842105
6 -0.596979 -0.802257 -2.210526
7 -0.008151 -0.999967 -1.578947
8 0.583822 -0.811882 -0.947368
...
Other inputs: pandas can input data from SQL, excel files, or other formats. See the pandas documentation.
data is a pandas dataframe, that resembles R's dataframe:
>>> data.shape # 40 rows and 8 columns (40, 8) >>> data.columns # It has columns # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE Index([u'Unnamed: 0', u'Gender', u'FSIQ', u'VIQ', u'PIQ', u'Weight', u'Height', u'MRI_Count'], dtype='object') >>> print data['Gender'] # Columns can be addressed by name # doctest: +ELLIPSIS 0 Female 1 Male 2 Male 3 Male 4 Female ... >>> # Simpler selector >>> data[data['Gender'] == 'Female']['VIQ'].mean() 109.45
Note
For a quick view on a large dataframe, use its describe method: :meth:`pandas.DataFrame.describe`.
groupby: splitting a dataframe on values of categorical variables:
>>> groupby_gender = data.groupby('Gender')
>>> for gender, value in groupby_gender['VIQ']:
... print gender, value.mean()
Female 109.45
Male 115.25
groupby_gender is a powerfull object that exposes many operations on the resulting group of dataframes:
>>> groupby_gender.mean()
Unnamed: 0 FSIQ VIQ PIQ Weight Height MRI_Count
Gender
Female 19.65 111.9 109.45 110.45 137.200000 65.765000 862654.6
Male 21.35 115.0 115.25 111.60 166.444444 71.431579 954855.4
Tip
Use tab-completion on groupby_gender to find more. Other common grouping functions are median, count (useful for checking to see the amount of missing values in different subsets) or sum. Groupby evaluation is lazy, no work is done until an aggregation function is applied.
Exercise
What is the mean value for VIQ for the full population?
How many males/females were included in this study?
Hint use 'tab completion' to find out the methods that can be called, instead of 'mean' in the above example.
What is the average value of MRI counts expressed in log units, for males and females?
Note
groupby_gender.boxplot is used for the plots above (see :ref:`this example <example_plot_pandas.py>`).
Pandas comes with some plotting tools (that use matplotlib behind the scene) to display statistics of the data in dataframes:
Scatter matrices:
>>> from pandas.tools import plotting >>> plotting.scatter_matrix(data[['Weight', 'Height', 'MRI_Count']]) # doctest: +SKIP
>>> plotting.scatter_matrix(data[['PIQ', 'VIQ', 'FSIQ']]) # doctest: +SKIP
Two populations
The IQ metrics are bimodal, as if there are 2 sub-populations.
Exercise
Plot the scatter matrix for males only, and for females only. Do you think that the 2 sub-populations correspond to gender?
For simple statistical tests, we will use the stats sub-module of scipy:
>>> from scipy import stats
.. seealso:: Scipy is a vast library. For a tutorial covering the whole scope of scipy, see http://scipy-lectures.github.io/
:func:`scipy.stats.ttest_1samp` tests if observations are drawn from a Gaussian distributions of given population mean. It returns the T statistic, and the p-value (see the function's help):
>>> stats.ttest_1samp(data['VIQ'], 0) # doctest: +ELLIPSIS (array(30.088099970...), 1.32891964...e-28)
Tip
With a p-value of 10^-28 we can claim that the population mean for the IQ (VIQ measure) is not 0.
Exercise
Is the test performed above one-sided or two-sided? Which one should we use, and what is the corresponding p-value?
We have seen above that the mean VIQ in the male and female populations were different. To test if this is significant, we do a 2-sample t-test with :func:`scipy.stats.ttest_ind`:
>>> female_viq = data[data['Gender'] == 'Female']['VIQ'] >>> male_viq = data[data['Gender'] == 'Male']['VIQ'] >>> stats.ttest_ind(female_viq, male_viq) # doctest: +ELLIPSIS (array(-0.77261617232...), 0.4445287677858...)
PIQ, VIQ, and FSIQ give 3 measures of IQ. Let us test if FISQ and PIQ are significantly different. We need to use a 2 sample test:
>>> stats.ttest_ind(data['FSIQ'], data['PIQ']) # doctest: +ELLIPSIS (array(0.46563759638...), 0.64277250...)
The problem with this approach is that it forgets that there are links between observations: FSIQ and PIQ are measured on the same individuals. Thus the variance due to inter-subject variability is confounding, and can be removed, using a "paired test", or "repeated measures test":
>>> stats.ttest_rel(data['FSIQ'], data['PIQ']) # doctest: +ELLIPSIS (array(1.784201940...), 0.082172638183...)
This is equivalent to a 1-sample test on the difference:
>>> stats.ttest_1samp(data['FSIQ'] - data['PIQ'], 0) # doctest: +ELLIPSIS (array(1.784201940...), 0.082172638...)
T-tests assume Gaussian errors. We can use a Wilcoxon signed-rank test, that relaxes this assumption:
>>> stats.wilcoxon(data['FSIQ'], data['PIQ']) # doctest: +ELLIPSIS (274.5, 0.106594927...)
Note
The corresponding test in the non paired case is the Mann–Whitney U test, :func:`scipy.stats.mannwhitneyu`.
Exercice
- Test the difference between weights in males and females.
- Use non parametric statistics to test the difference between VIQ in males and females.
Given two set of observations, x and y, we want to test the hypothesis that y is a linear function of x. In other terms:
y = x * coef + intercept + e
where e is observation noise. We will use the statmodels module to:
- Fit a linear model. We will use the simplest strategy, ordinary least squares (OLS).
- Test that coef is non zero.
First, we generate simulated data according to the model:
>>> import numpy as np
>>> x = np.linspace(-5, 5, 20)
>>> np.random.seed(1)
>>> # normal distributed noise
>>> y = -5 + 3*x + 4 * np.random.normal(size=x.shape)
>>> # Create a data frame containing all the relevant variables
>>> data = pandas.DataFrame({'x': x, 'y': y})
"formulas" for statistics in Python
Then we specify an OLS model and fit it:
>>> from statsmodels.formula.api import ols
>>> model = ols("y ~ x", data).fit()
We can inspect the various statistics derived from the fit:
>>> print(model.summary()) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
OLS Regression Results
==============================================================================
Dep. Variable: y R-squared: 0.804
Model: OLS Adj. R-squared: 0.794
Method: Least Squares F-statistic: 74.03
Date: ... Prob (F-statistic): 8.56e-08
Time: ... Log-Likelihood: -57.988
No. Observations: 20 AIC: 120.0
Df Residuals: 18 BIC: 122.0
Df Model: 1
==============================================================================
coef std err t P>|t| [95.0% Conf. Int.]
------------------------------------------------------------------------------
Intercept -5.5335 1.036 -5.342 0.000 -7.710 -3.357
x 2.9369 0.341 8.604 0.000 2.220 3.654
==============================================================================
Omnibus: 0.100 Durbin-Watson: 2.956
Prob(Omnibus): 0.951 Jarque-Bera (JB): 0.322
Skew: -0.058 Prob(JB): 0.851
Kurtosis: 2.390 Cond. No. 3.03
==============================================================================
Terminology:
Statsmodel uses a statistical terminology: the y variable in statsmodel is called 'endogenous' while the x variable is called exogenous. This is discussed in more detail here: http://statsmodels.sourceforge.net/devel/endog_exog.html
To simplify, y (endogenous) is the value you are trying to predict, while x (exogenous) represents the features you are using to make the prediction.
Exercise
Retrieve the estimated parameters from the model above. Hint: use tab-completion to find the relevent attribute.
Let us go back the data on brain size:
>>> data = pandas.read_csv('examples/brain_size.csv', sep=';', na_values=".")
We can write a comparison between IQ of male and female using a linear model:
>>> model = ols("VIQ ~ Gender + 1", data).fit()
>>> print(model.summary()) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE +REPORT_UDIFF
OLS Regression Results
==============================================================================
Dep. Variable: VIQ R-squared: 0.015
Model: OLS Adj. R-squared: -0.010
Method: Least Squares F-statistic: 0.5969
Date: ... Prob (F-statistic): 0.445
Time: ... Log-Likelihood: -182.42
No. Observations: 40 AIC: 368.8
Df Residuals: 38 BIC: 372.2
Df Model: 1
=======================================================================...
coef std err t P>|t| [95.0% Conf. Int.]
-----------------------------------------------------------------------...
Intercept 109.4500 5.308 20.619 0.000 98.704 120.196
Gender[T.Male] 5.8000 7.507 0.773 0.445 -9.397 20.997
=======================================================================...
Omnibus: 26.188 Durbin-Watson: 1.709
Prob(Omnibus): 0.000 Jarque-Bera (JB): 3.703
Skew: 0.010 Prob(JB): 0.157
Kurtosis: 1.510 Cond. No. 2.62
=======================================================================...
Note
Tips on specifying model
Forcing categorical the 'Gender' is automatical detected as a categorical variable, and thus each of its different values are treated as different entities.
An integer column can be forced to be treated as categorical using:
>>> model = ols('VIQ ~ C(Gender)', data).fit()
Intercept We can remove the intercept using - 1 in the formula, or force the use of an intercept using + 1.
Tip
By default, statsmodel treats a categorical variable with K possible values as K-1 'dummy' boolean variables (the last level being absorbed into the intercept term). This is almost always a good default choice - however, it is possible to specify different encodings for categorical variables (http://statsmodels.sourceforge.net/devel/contrasts.html).
Link to t-tests between different FSIQ and PIQ
To compare different type of IQ, we need to create a "long-form" table, listing IQs, where the type of IQ is indicated by a categorical variable:
>>> data_fisq = pandas.DataFrame({'iq': data['FSIQ'], 'type': 'fsiq'})
>>> data_piq = pandas.DataFrame({'iq': data['PIQ'], 'type': 'piq'})
>>> data_long = pandas.concat((data_fisq, data_piq))
>>> print(data_long) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
iq type
0 133 fsiq
1 140 fsiq
2 139 fsiq
...
31 137 piq
32 110 piq
33 86 piq
...
>>> model = ols("iq ~ type", data_long).fit()
>>> print(model.summary()) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE +REPORT_UDIFF
OLS Regression Results
...
=======================================================================...
coef std err t P>|t| [95.0% Conf. Int.]
-----------------------------------------------------------------------...
Intercept 113.4500 3.683 30.807 0.000 106.119 120.781
type[T.piq] -2.4250 5.208 -0.466 0.643 -12.793 7.943
...
We can see that we retrieve the same values for t-test and corresponding p-values for the effect of the type of iq than the previous t-test:
>>> stats.ttest_ind(data['FSIQ'], data['PIQ']) # doctest: +ELLIPSIS (array(0.46563759638...), 0.64277250...)
Consider a linear model explaining a variable z (the dependent variable) with 2 variables x and y:
z = x \, c_1 + y \, c_2 + i + e
Such a model can be seen in 3D as fitting a plane to a cloud of (x, y, z) points.
Example: the iris data
Tip
Sepal and petal size tend to be related: bigger flowers are bigger! But is there in addition a systematic effect of species?
>>> data = pandas.read_csv('examples/iris.csv')
>>> model = ols('sepal_width ~ name + petal_length', data).fit()
>>> print(model.summary()) # doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
OLS Regression Results
==============================================================================
Dep. Variable: sepal_width R-squared: 0.478
Model: OLS Adj. R-squared: 0.468
Method: Least Squares F-statistic: 44.63
Date: ... Prob (F-statistic): 1.58e-20
Time: ... Log-Likelihood: -38.185
No. Observations: 150 AIC: 84.37
Df Residuals: 146 BIC: 96.41
Df Model: 3
===========================================================================...
coef std err t P>|t| [95.0% Conf. Int.]
---------------------------------------------------------------------------...
Intercept 2.9813 0.099 29.989 0.000 2.785 3.178
name[T.versicolor] -1.4821 0.181 -8.190 0.000 -1.840 -1.124
name[T.virginica] -1.6635 0.256 -6.502 0.000 -2.169 -1.158
petal_length 0.2983 0.061 4.920 0.000 0.178 0.418
==============================================================================
Omnibus: 2.868 Durbin-Watson: 1.753
Prob(Omnibus): 0.238 Jarque-Bera (JB): 2.885
Skew: -0.082 Prob(JB): 0.236
Kurtosis: 3.659 Cond. No. 54.0
==============================================================================
In the above iris example, we wish to test if the petal length is different between versicolor and virginica, after removing the effect of sepal width. This can be formulated as testing the difference between the coefficient associated to versicolor and virginica in the linear model estimated above (it is an Analysis of Variance, ANOVA). For this, we write a vector of 'contrast' on the parameters estimated: we want to test "name[T.versicolor] - name[T.virginica]", with an 'F-test':
>>> print(model.f_test([0, 1, -1, 0])) <F test: F=array([[ 3.24533535]]), p=[[ 0.07369059]], df_denom=146, df_num=1>
Is this difference significant?
Exercice
Going back to the brain size + IQ data, test if the VIQ of male and female are different after removing the effect of brain size, height and weight.
Seaborn combines simple statistical fits with plotting on pandas dataframes.
Let us consider a data giving wages and many other personal information on 500 individuals (Berndt, ER. The Practice of Econometrics. 1991. NY: Addison-Wesley).
>>> print data # doctest: +SKIP
EDUCATION SOUTH SEX EXPERIENCE UNION WAGE AGE RACE \
0 8 0 1 21 0 0.707570 35 2
1 9 0 1 42 0 0.694605 57 3
2 12 0 0 1 0 0.824126 19 3
3 12 0 0 4 0 0.602060 22 3
...
We can easily have an intuition on the interactions between continuous variables using seaborn.pairplot to display a scatter matrix:
>>> import seaborn >>> seaborn.pairplot(data, vars=['WAGE', 'AGE', 'EDUCATION'], ... kind='reg') # doctest: +SKIP
Categorical variables can be plotted as the hue:
>>> seaborn.pairplot(data, vars=['WAGE', 'AGE', 'EDUCATION'], ... kind='reg', hue='SEX') # doctest: +SKIP
Do wages increase more with education for males than females?
Tip
The plot above is made of two different fits. We need to formulate a single model that tests for a variance of slope across the to population. This is done via an "interaction".
>>> result = sm.ols(formula='wage ~ education + gender + education * gender',
... data=data).fit() # doctest: +SKIP
>>> print(result.summary()) # doctest: +SKIP
...
coef std err t P>|t| [95.0% Conf. Int.]
------------------------------------------------------------------------------
Intercept 0.2998 0.072 4.173 0.000 0.159 0.441
gender[T.male] 0.2750 0.093 2.972 0.003 0.093 0.457
education 0.0415 0.005 7.647 0.000 0.031 0.052
education:gender[T.male] -0.0134 0.007 -1.919 0.056 -0.027 0.000
==============================================================================
...
Can we conclude that education benefits males more than females?
Take home messages
- Hypothesis testing and p-value give you the significance of an effect / difference
- Formulas (with categorical variables) enable you to express rich links in your data
- Visualizing your data and simple model fits matters!
- Conditionning (adding factors that can explain all or part of the variation) is important modeling aspect that changes the interpretation.
.. toctree:: auto_examples/index.rst