Results class for for an OLS model.
Most of the methods and attributes are inherited from RegressionResults. The special methods that are only available for OLS are:
See also
Methods
aic() | |
bic() | |
bse() | |
centered_tss() | |
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]) | Returns the confidence interval of the fitted parameters. |
conf_int_el(param_num[, sig, upper_bound, ...]) | Computes the confidence interval for the parameter given by param_num |
cov_params([r_matrix, column, scale, cov_p, ...]) | Returns the variance/covariance matrix. |
df_model() | |
df_resid() | |
el_test(b0_vals, param_nums[, ...]) | Tests single or joint hypotheses of the regression parameters. |
ess() | |
f_pvalue() | |
f_test(r_matrix[, q_matrix, cov_p, scale, ...]) | Compute an F-test for a joint linear hypothesis. |
fittedvalues() | |
fvalue() | |
get_influence() | get an instance of Influence with influence and outlier measures |
initialize(model, params, **kwd) | |
llf() | |
load(fname) | load a pickle, (class method) |
mse_model() | |
mse_resid() | |
mse_total() | |
nobs() | |
norm_resid() | Residuals, normalized to have unit length and unit variance. |
normalized_cov_params() | |
outlier_test([method, alpha]) | Test observations for outliers according to method |
predict([exog, transform]) | Call self.model.predict with self.params as the first argument. |
pvalues() | |
remove_data() | remove data arrays, all nobs arrays from result and model |
resid() | |
rsquared() | |
rsquared_adj() | |
save(fname[, remove_data]) | save a pickle of this instance |
scale() | |
ssr() | |
summary([yname, xname, title, alpha]) | Summarize the Regression Results |
summary2([yname, xname, title, alpha, ...]) | Experimental summary function to summarize the regression results |
t_test(r_matrix[, q_matrix, cov_p, scale]) | Compute a t-test for a joint linear hypothesis of the form Rb = q |
tvalues() | Return the t-statistic for a given parameter estimate. |
uncentered_tss() | |
wresid() |
Attributes
HC0_se | See statsmodels.RegressionResults |
HC1_se | See statsmodels.RegressionResults |
HC2_se | See statsmodels.RegressionResults |
HC3_se | See statsmodels.RegressionResults |