statsmodels.regression.dimred.PrincipalHessianDirections¶
-
class
statsmodels.regression.dimred.
PrincipalHessianDirections
(endog, exog, **kwargs)[source]¶ Principal Hessian Directions (PHD)
- Parameters
endog : array_like (1d)
The dependent variable
exog : array_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.
Attributes
Names of endogenous variables.
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.
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.