WLS.fit()

statsmodels.regression.linear_model.WLS.fit

WLS.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.