3.6.5 Interaction Terms

It is easy to include interaction terms in a linear model using ModelSpec() . Including a tuple ("lstat","age") tells the model matrix builder to include an interaction term between lstat and age .

In [31]:X=MS(['lstat',
'age',
('lstat','age')]).fit_transform(Boston)
model2=sm.OLS(y,X)
summarize(model2.fit())

Out[31]:coefstderrtP>|t|
intercept36.08851.47024.5530.000
lstat-1.39210.167-8.3130.000

3.6 Lab: Linear Regression

age-0.00070.020-0.0360.971
lstat:age0.00420.0022.2440.025

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