TypeError: 'Series' object is not callable in Python?

Question

I am performing model selection in Python. Unfortunately, I got error "TypeError: 'Series' object is not callable". I don't understand what this means and how I could solve this issue. Any suggestions?

This part of the code runs without problems:

def model_selection(X, *args):

    # Init 
    scores = list(itertools.repeat(np.zeros((0,2)), len(args)))

    # Categorical variables 
    categ_cols = {"Gender", "Student", "Married", "Ethnicity"}

    # Loop over all admissible number of regressors
    K = np.shape(X)[1]
    for k in range(K+1):
        print("Computing k=%1.0f" % k, end ="")
        
        # Loop over all combinations
        for i in combinations(range(K), k):

            # Subset X
            X_subset = X.iloc[:,list(i)]

            # Get dummies for categorical variables
            if k>0:
                categ_subset = list(categ_cols & set(X_subset.columns))
                X_subset = pd.get_dummies(X_subset, columns=categ_subset, drop_first=True)

            # Regress
            reg = OLS(y,add_constant(X_subset)).fit()

            # Metrics
            for i,metric in enumerate(args):
                score = np.reshape([k,metric(reg)], (1,-1))
                scores[i] = np.append(scores[i], score, axis=0)
        print("", end="\r")
    return scores

# Set metrics
rss = lambda reg : reg.ssr
r2 = lambda reg : reg.rsquared

The error pops up after running the following chunk of code:

# Compute scores
scores = model_selection(X, y, rss, r2)
ms_RSS = scores[0]
ms_R2 = scores[1]

Answer 1

change your function definition to

def model_selection(X,y,*args)

because y was part of *args which is causing this issue when it is called.

ie: the error was doing y(reg) which is an error.