statsmodels.regression.dimred.DimReductionResults

class statsmodels.regression.dimred.DimReductionResults(model, params, eigs)

Results class for a dimension reduction regression.

Notes

The params attribute is a matrix whose columns span the effective dimension reduction (EDR) space. Some methods produce a corresponding set of eigenvalues (eigs) that indicate how much information is contained in each basis direction.

Methods

initialize(model, params, **kwargs)	Initialize (possibly re-initialize) a Results instance.
predict([exog, transform])	Call self.model.predict with self.params as the first argument.
summary()	Summary