statsmodels.regression.dimred.PrincipalHessianDirections.fit

PrincipalHessianDirections.fit(**kwargs)

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.