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python-3.xstatsmodels

statsmodels summary method result

There is a nice example of how statsmodels in Python can be used to fit regression equations: https://www.statsmodels.org/stable/regression.html

However, I could not match how the confidence interval for each coefficient estimate is calculated e.g. for coefficient of GPA, the lower and upper bounds should be

0.4639 - 1.96 * 0.162 = 0.14638 and 0.4639 + 1.96 * 0.162 = 0.78142

But I see 0.132 & 0.796 respectively.

Is that only due to numerical accuracy?

Solution

  • Confidence intervals for coefficient estimates are calculated using Student's t-distribution, not standard normal distribution which you used, hence the mismatch.