- class statsmodels.multivariate.multivariate_ols._MultivariateOLS(endog, exog, missing='none', hasconst=None, **kwargs)¶
Multivariate linear model via least squares
Dependent variables. A nobs x k_endog array where nobs is the number of observations and k_endog is the number of dependent variables
Independent variables. A nobs x k_exog array where nobs is the number of observations and k_exog is the number of independent variables. An intercept is not included by default and should be added by the user (models specified using a formula include an intercept by default)
Fit a model to data.
from_formula(formula, data[, subset, drop_cols])
Create a Model from a formula and dataframe.
After a model has been fit predict returns the fitted values.
Names of endogenous variables.
Names of exogenous variables.