statsmodels.regression.dimred.PrincipalHessianDirections.fit#
- PrincipalHessianDirections.fit(**kwargs)[source]#
Estimate the EDR space using PHD
- Parameters:
- residbool,
optional If True, use least squares regression to remove the linear relationship between each covariate and the response, before conducting PHD.
- **kwargs
Additional keyword arguments. May include
resid.
- residbool,
- Returns:
DimReductionResultsWrapperResults instance that can be used to access the estimated parameters.