statsmodels.regression.dimred.PrincipalHessianDirections.fit¶
-
PrincipalHessianDirections.
fit
(**kwargs)[source]¶ Estimate the EDR space using PHD.
- Parameters
resid : bool, 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.