statsmodels.regression.dimred.SlicedInverseReg

class statsmodels.regression.dimred.SlicedInverseReg(endog, exog, **kwargs)[source]

Sliced Inverse Regression (SIR)

Parameters:

endog : array-like (1d)

The dependent variable

exog : array-like (2d)

The covariates

References

KC Li (1991). Sliced inverse regression for dimension reduction. JASA 86, 316-342.

Attributes

endog_names Names of endogenous variables
exog_names Names of exogenous variables

Methods

fit(**kwargs) Estimate the EDR space.
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.