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  • References
  • Python
  • Statsmodels
  • Linear Regression

static OLSResults.condition_number()

statsmodels.regression.linear_model.OLSResults.condition_number

static OLSResults.condition_number()

Return condition number of exogenous matrix.

Calculated as ratio of largest to smallest eigenvalue.

Links:
  • http://statsmodels.sourceforge.net/stable/generated/statsmodels.regression.linear_model.OLSResults.condition_number.html
doc_statsmodels
doc_statsmodels
2017-01-18 16:18:13
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