statsmodels.stats.knockoff_regeffects.OLSEffects#
- class statsmodels.stats.knockoff_regeffects.OLSEffects[source]#
OLS regression for knockoff analysis
- Parameters:
- parent
RegressionFDR The RegressionFDR instance to which this effect size is applied.
- parent
Methods
stats
Notes
This class implements the ordinary least squares regression approach to constructing test statistics for a knockoff analysis, as described under (2) in section 2.2 of the Barber and Candes paper.
Methods
stats(parent)