statsmodels.regression.dimred.SlicedInverseReg¶
- class statsmodels.regression.dimred.SlicedInverseReg(endog, exog, **kwargs)[source]¶
Sliced Inverse Regression (SIR)
- Parameters:¶
- endogarray_like (1d)
The dependent variable
- exogarray_like (2d)
The covariates
- Attributes:¶
endog_names
Names of endogenous variables.
exog_names
Names of exogenous variables.
References
KC Li (1991). Sliced inverse regression for dimension reduction. JASA 86, 316-342.
Methods
fit
([slice_n])Estimate the EDR space using Sliced Inverse Regression.
fit_regularized
([ndim, pen_mat, slice_n, ...])Estimate the EDR space using regularized SIR.
from_formula
(formula, data[, subset, drop_cols])Create a Model from a formula and dataframe.
predict
(params[, exog])After a model has been fit predict returns the fitted values.
Properties
Names of endogenous variables.
Names of exogenous variables.
Last update:
Dec 11, 2024