# statsmodels.regression.dimred.PrincipalHessianDirections¶

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

Principal Hessian Directions (PHD)

Parameters
endogarray_like (1d)

The dependent variable

exogarray_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.