statsmodels.stats.knockoff_regeffects.OLSEffects¶
-
class
statsmodels.stats.knockoff_regeffects.OLSEffects[source]¶ OLS regression for knockoff analysis.
- Parameters
- parent
RegressionFDR The RegressionFDR instance to which this effect size is applied.
- parent
Notes
This class implements the ordinary least squares regression approach to constructing test statistics for a knockoff analysis, as described under (2) in section 2.2 of the Barber and Candes paper.
Methods
stats(parent)