Building multi-regression model throws error: `Pandas data cast to numpy dtype of object. Check input data with np.asarray(data).`

Question

I have pandas dataframe with some categorical predictors (i.e. variables) as 0 & 1, and some numeric variables. When I fit that to a stasmodel like:

est = sm.OLS(y, X).fit()

It throws:

Pandas data cast to numpy dtype of object. Check input data with np.asarray(data). 

I converted all the dtypes of the DataFrame using df.convert_objects(convert_numeric=True)

After this all dtypes of dataframe variables appear as int32 or int64. But at the end it still shows dtype: object, like this:

4516        int32
4523        int32
4525        int32
4531        int32
4533        int32
4542        int32
4562        int32
sex         int64
race        int64
dispstd     int64
age_days    int64
dtype: object

Here 4516, 4523 are variable labels.

Any idea? I need to build a multi-regression model on more than hundreds of variables. For that I have concatenated 3 pandas DataFrames to come up with final DataFrame to be used in model building.

Answer 1

If X is your dataframe, try using the .astype method to convert to float when running the model:

est = sm.OLS(y, X.astype(float)).fit()

Answer 2

if both y(dependent) and X are taken from a data frame then type cast both:-

est = sm.OLS(y.astype(float), X.astype(float)).fit()

Answer 3

As Mário and Daniel suggested, yes, the issue is due to categorical values not previously converted into dummy variables.

I faced this issue reviewing StatLearning book lab on linear regression for the "Carseats" dataset from statsmodels, where the columns 'ShelveLoc', 'US' and 'Urban' are categorical values, I assume the categorical values causing issues in your dataset are also strings like in this one. Considering the previous, I will use this as an example since you didn't provide dataframes for the question.

The columns we have at the beginning are the following, as stated before 'ShelveLoc', 'US' and 'Urban'are categorical:

Index(['Sales', 'CompPrice', 'Income', 'Advertising', 'Population', 'Price',
       'ShelveLoc', 'Age', 'Education', 'Urban', 'US'],
      dtype='object')

In a simple line for Python, I converted them to categorical values and dropped the ones that had "No" and "Bad" labels (as this is what was being requested from the lab in the book).

carseats = pd.get_dummies(carseats, columns=['ShelveLoc', 'US', 'Urban'], drop_first = True)

This will return a dataframe with the following columns:

Index(['Sales', 'CompPrice', 'Income', 'Advertising', 'Population', 'Price',
       'Age', 'Education', 'ShelveLoc_Good', 'ShelveLoc_Medium', 'US_Yes',
       'Urban_Yes'],
      dtype='object')

And that's it, you have dummy variables ready for OLS. Hope this is useful.

Answer 4

This is because you have NOT generated the dummy values step to all predictors so how can the regression take place over literals ? that is what the error message is saying it is trying to convert to numpy valid entries.

Just go back to your pipeline and include the dummies properly.