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
fitto
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.
- Attributes:
endog_names
Names of endogenous variables.
exog_names
Names of exogenous variables.
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
Names of endogenous variables.
Names of exogenous variables.