statsmodels.regression.dimred.SlicedInverseReg.fit#

SlicedInverseReg.fit(slice_n=20, **kwargs)[source]#

Estimate the EDR space using Sliced Inverse Regression

Parameters:
slice_nint, optional

Target number of observations per slice

**kwargs

Extra keyword arguments. These trigger a RuntimeWarning.

Returns:
DimReductionResultsWrapper

Results instance that can be used to access the estimated EDR space and corresponding eigenvalues.