statsmodels.multivariate.factor.FactorResults.factor_score_params

FactorResults.factor_score_params(method='bartlett')

compute factor scoring coefficient matrix

The coefficient matrix is not cached.

Parameters:method ('bartlett' or 'regression') – Method to use for factor scoring. ‘regression’ can be abbreviated to reg Returns:coeff_matrix – matrix s to compute factors f from a standardized endog ys. f = ys dot s Return type:ndarray

Notes

The regression method follows the Stata definition. Method bartlett and regression are verified against Stats. Two inofficial methods, ‘ols’ and ‘gls’, produce similar factor scores but are not verified.

See also

factor_scoring : compute factor scores using scoring matrix