statsmodels.stats.knockoff_regeffects.OLSEffects

class statsmodels.stats.knockoff_regeffects.OLSEffects

OLS regression for knockoff analysis.

Parameters

parentRegressionFDR

The RegressionFDR instance to which this effect size is applied.

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