Binomial_GLM
from spglm.glm import GLM
from spglm.family import Binomial
import libpysal.api as ps
import numpy as np
#Load sample dataset - Subset of london house price dataset
db = ps.open(ps.get_path('columbus.dbf'),'r')
#Set dependent variable
y = np.array([0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0,
0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1,
0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0,
0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])
y = y.reshape((316,1))
#Set independent variable (FLOORSZ)
X = np.array([ 77, 75, 64, 95, 107, 100, 81, 151, 98, 260, 171, 161, 91,
80, 50, 85, 52, 69, 60, 84, 155, 97, 69, 126, 90, 43,
51, 41, 140, 80, 52, 86, 66, 60, 40, 155, 138, 97, 115,
148, 206, 60, 53, 96, 88, 160, 31, 43, 154, 60, 131, 60,
46, 61, 125, 150, 76, 92, 96, 100, 105, 72, 48, 41, 72,
65, 60, 65, 98, 33, 144, 111, 91, 108, 38, 48, 95, 63,
98, 129, 108, 51, 131, 66, 48, 127, 76, 68, 52, 64, 57,
121, 67, 76, 112, 96, 90, 53, 93, 64, 97, 58, 44, 157,
53, 70, 71, 167, 47, 70, 96, 77, 75, 71, 67, 47, 71,
90, 69, 64, 65, 95, 60, 60, 65, 54, 121, 105, 50, 85,
69, 69, 62, 65, 93, 93, 70, 62, 155, 68, 117, 80, 80,
75, 98, 114, 86, 70, 50, 51, 163, 124, 59, 95, 51, 63,
85, 53, 46, 102, 114, 83, 47, 40, 63, 123, 100, 63, 110,
79, 98, 99, 120, 52, 48, 37, 81, 30, 88, 50, 35, 116,
67, 45, 80, 86, 109, 59, 75, 60, 71, 141, 121, 50, 168,
90, 51, 133, 75, 133, 127, 37, 68, 105, 61, 123, 151, 110,
77, 220, 94, 77, 70, 100, 98, 126, 55, 105, 60, 176, 104,
68, 62, 70, 48, 102, 80, 97, 66, 80, 102, 160, 55, 60,
71, 125, 85, 85, 190, 137, 48, 41, 42, 51, 57, 60, 114,
88, 84, 108, 66, 85, 42, 98, 90, 127, 100, 55, 76, 82,
63, 80, 71, 76, 121, 109, 92, 160, 109, 185, 100, 90, 90,
86, 88, 95, 116, 135, 61, 74, 60, 235, 76, 66, 100, 49,
50, 37, 100, 88, 90, 52, 95, 81, 79, 96, 75, 91, 86,
83, 180, 108, 80, 96, 49, 117, 117, 86, 46, 66, 95, 57,
120, 137, 68, 240])
X = X.reshape((316,1))
#Estimate Binomial GLM
#First instantiate a GLM model object
model = GLM(y, X, family=Binomial()) #Set family to Binomial family object for Binomial GLM
#Then use the fit method to estimate coefficients and compute diagnostics
results = model.fit()
#Estimated prameters, intercept is always the first column on the left
print(results.params)
#Parameter standard errors
print(results.bse)
#Parameter t-values
print(results.tvalues)
#Model AIC
print(results.aic)