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: |
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Returns: | |
Return type: |
A RegressionResults class instance. |
See also
regression.linear_model.RegressionResults
, regression.linear_model.RegressionResults.get_robustcov_results
The fit method uses the pseudoinverse of the design/exogenous variables to solve the least squares minimization.
© 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.regression.linear_model.OLS.fit.html