statsmodels.regression.dimred.PrincipalHessianDirections¶

class statsmodels.regression.dimred.PrincipalHessianDirections(endog, exog, **kwargs)[source]¶

Principal Hessian Directions (PHD)

Parameters:¶

endog : array_like (1d)¶

The dependent variable

exog : array_like (2d)¶

The covariates

Returns:¶

• A model instance. Call fit to obtain a results instance,

• from which the estimated parameters can be obtained.

References

KC Li (1992). On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another application of Stein’s lemma. JASA 87:420.

Methods

fit(**kwargs)	Estimate the EDR space using PHD.
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

endog_names	Names of endogenous variables.
exog_names	Names of exogenous variables.