How to apply OLS from statsmodels to groupby

Question

I am running OLS on products by month. While this works fine for a single product, my dataframe contains many products. If I create a groupby object OLS gives an error.

Answer 1

You could do something like this ...

import pandas as pd
import statsmodels.api as sm

for products in linear_regression_df.product_desc.unique():
    tempdf = linear_regression_df[linear_regression_df.product_desc == products]
    X = tempdf['period_num']
    y = tempdf['TOTALS']

    model = sm.OLS(y, X)
    results = model.fit()

    print results.params #  Or whatever summary info you want