OLS.fit()

statsmodels.regression.linear_model.OLS.fit

OLS.fit(method='pinv', cov_type='nonrobust', cov_kwds=None, use_t=None, **kwargs)

Full fit of the model.

The results include an estimate of covariance matrix, (whitened) residuals and an estimate of scale.

Parameters:

method : str

Can be ?pinv?, ?qr?. ?pinv? uses the Moore-Penrose pseudoinverse to solve the least squares problem. ?qr? uses the QR factorization.

Returns:

A RegressionResults class instance. :

See also

regression.RegressionResults

Notes

The fit method uses the pseudoinverse of the design/exogenous variables to solve the least squares minimization.

doc_statsmodels
2017-01-18 16:13:17
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