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'Series' object is not callable Error / Statsmodels illegal variable name

Update:
You can download my dataset here.

I am running a simple OLS regression with statsmodels and pandas dataframe as following:

import statsmodels.formula.api as sm
import pandas as pd
df=pd.read_csv("exp.csv")
#df is a dataframe that I have containing many variable names such as AAPL, SPY, INF, etc.
for column in df:
result=sm.ols(formula="SPY"+" ~ "+column, data=df).fit()


However, one of the column name in df is INF. I guess maybe INF is a reserved word for pasty, the code gives me the following error:

INF

INF

Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/statsmodels/base/model.py", line 155, in from_formula
missing=missing)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/statsmodels/formula/formulatools.py", line 65, in handle_formula_data
NA_action=na_action)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/highlevel.py", line 310, in dmatrices
NA_action, return_type)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/highlevel.py", line 165, in _do_highlevel_design
NA_action)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/highlevel.py", line 62, in _try_incr_builders
formula_like = ModelDesc.from_formula(formula_like)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/desc.py", line 165, in from_formula
value = Evaluator().eval(tree, require_evalexpr=False)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/desc.py", line 400, in eval
result = self._evaluators[key](self, tree)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/desc.py", line 221, in _eval_any_tilde
exprs = [evaluator.eval(arg) for arg in tree.args]
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/desc.py", line 400, in eval
result = self._evaluators[key](self, tree)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/desc.py", line 355, in _eval_number
"only allowed with **", tree)
patsy.PatsyError: numbers besides '0' and '1' are only allowed with **
SPY ~ INF
^^^


I have also tried using the Q function:

result=sm.ols(formula="SPY"+" ~ "+"Q('INF')", data=df).fit()


However, it gives me the following error instead:

Traceback (most recent call last):
File "<stdin>", line 1, in <module>
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/statsmodels/base/model.py", line 155, in from_formula
missing=missing)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/statsmodels/formula/formulatools.py", line 65, in handle_formula_data
NA_action=na_action)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/highlevel.py", line 310, in dmatrices
NA_action, return_type)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/highlevel.py", line 165, in _do_highlevel_design
NA_action)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/highlevel.py", line 70, in _try_incr_builders
NA_action)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/build.py", line 696, in design_matrix_builders
NA_action)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/build.py", line 443, in _examine_factor_types
value = factor.eval(factor_states[factor], data)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/eval.py", line 566, in eval
data)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/eval.py", line 551, in _eval
inner_namespace=inner_namespace)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/compat.py", line 36, in call_and_wrap_exc
return f(*args, **kwargs)
File "/home/ap248/.local/easybuild/software/2017/Core/miniconda2/4.3.27/lib/python2.7/site-packages/patsy/eval.py", line 166, in eval
+ self._namespaces))
File "<string>", line 1, in <module>
TypeError: 'Series' object is not callable


Any idea how to solve it?

1 Answer
1

According to this link: http://patsy.readthedocs.io/en/latest/builtins-reference.html#patsy.builtins.Q you can use Q("var") in the formula to get rid of the error.

The following code should work.

model = sm.ols('SPY ~ Q("INF")',data=df).fit()


A full example

import statsmodels.formula.api as sm
import pandas as pd
import numpy as np

a = np.random.rand(10,3)
df = pd.DataFrame(data=a, columns=['SPY','INF','X'])

model = sm.ols('SPY ~ Q("INF")',data=df).fit()


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