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
([slice_n])Estimate the EDR space using Sliced Inverse Regression. fit_regularized
([ndim, pen_mat, slice_n, …])Estimate the EDR space using regularized SIR. 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
([slice_n])Estimate the EDR space using Sliced Inverse Regression. fit_regularized
([ndim, pen_mat, slice_n, …])Estimate the EDR space using regularized SIR. 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
endog_names
Names of endogenous variables. exog_names
Names of exogenous variables.