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.

Returns:
A results instance which can be used to access the estimated
parameters.

Last update: May 25, 2024