Login Register

static RegressionResults.condition_number()

statsmodels.regression.linear_model.RegressionResults.condition_number

static RegressionResults.condition_number() [source]

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.RegressionResults.condition_number.html

doc_statsmodels

2017-01-18 16:18:51

Comments

Leave a Comment

Please login to continue.

Popular Articles

static IVRegressionResults.condition_number() statsmodels.sandbox.regression.gmm.IVRegressionResults.condition_number static IVRegressionResults.condition_number() Return condition number of e

static QuantRegResults.condition_number() statsmodels.regression.quantile_regression.QuantRegResults.condition_number static QuantRegResults.condition_number() Return condition number of e

static OLSResults.condition_number() statsmodels.regression.linear_model.OLSResults.condition_number static OLSResults.condition_number() Return condition number of exogenous matrix.

static RegressionResults.bse() statsmodels.regression.linear_model.RegressionResults.bse static RegressionResults.bse() [source]

static RegressionResults.tvalues() statsmodels.regression.linear_model.RegressionResults.tvalues static RegressionResults.tvalues() Return the t-statistic for a given parameter esti