statsmodels.regression.dimred.DimReductionResults

class statsmodels.regression.dimred.DimReductionResults(model, params, eigs)[source]

Results class for a dimension reduction regression.

Notes

The params attribute is a matrix whose columns span the effective dimension reduction (EDR) space. Some methods produce a corresponding set of eigenvalues (eigs) that indicate how much information is contained in each basis direction.

Methods

initialize(model, params, **kwargs)

Initialize (possibly re-initialize) a Results instance.

predict([exog, transform])

Call self.model.predict with self.params as the first argument.

summary()

Summary


Last update: Apr 12, 2024