FactorResults.factor_scoring(endog=None, method='bartlett', transform=True)
[source]
factor scoring: compute factors for endog
If endog was not provided when creating the factor class, then a standarized endog needs to be provided here.
Parameters: |
|
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Returns: |
factor_score – estimated factors using scoring matrix s and standarized endog ys |
Return type: |
ndarray |
Status: transform option is experimental and might change.
See also
factor_score_params
: scoring matrix
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.multivariate.factor.FactorResults.factor_scoring.html