This class summarizes the fit of a linear regression model.
It handles the output of contrasts, estimates of covariance, etc.
Returns : | **Attributes** : aic :
bic :
bse :
pinv_wexog :
centered_tss :
cov_HC0 :
cov_HC1 :
cov_HC2 :
cov_HC3 :
df_model : :
df_resid :
ess :
fvalue :
f_pvalue :
fittedvalues :
het_scale :
HC0_se :
HC1_se :
HC2_se :
HC3_se :
model :
mse_model :
mse_resid :
mse_total :
nobs :
normalized_cov_params :
params :
pvalues :
resid :
rsquared :
rsquared_adj :
scale :
ssr :
uncentered_tss :
wresid :
|
---|
Methods
compare_f_test(restricted) | use F test to test whether restricted model is correct |
compare_lr_test(restricted) | Likelihood ratio test to test whether restricted model is correct |
conf_int([alpha, cols, method]) | Returns the confidence interval of the fitted parameters. |
cov_params([r_matrix, column, scale, other]) | Returns the variance/covariance matrix. |
f_test(r_matrix[, q_matrix, scale, invcov]) | Compute an Fcontrast/F-test for a contrast matrix. |
initialize(model, params, **kwd) | |
norm_resid() | Residuals, normalized to have unit length and unit variance. |
normalized_cov_params() | |
summary([yname, xname, returns]) | returns a string that summarizes the regression results |
t([column]) | deprecated: Return the t-statistic for a given parameter estimate. |
t_test(r_matrix[, q_matrix, scale]) | Compute a tcontrast/t-test for a row vector array of the form Rb = q |
Attributes
HC0_se | See statsmodels.RegressionResults |
HC1_se | See statsmodels.RegressionResults |
HC2_se | See statsmodels.RegressionResults |
HC3_se | See statsmodels.RegressionResults |