statsmodels.multivariate.multivariate_ols._MultivariateOLSResults¶

class statsmodels.multivariate.multivariate_ols._MultivariateOLSResults(fitted_mv_ols)[source]¶

_MultivariateOLS results class

Attributes:¶

bse

The standard errors of the parameter estimates.

llf

Log-likelihood of model

pvalues

The two-tailed p values for the t-stats of the params.

tvalues

Return the t-statistic for a given parameter estimate.

use_t

Flag indicating to use the Student’s distribution in inference.

Methods

conf_int([alpha, cols])	Construct confidence interval for the fitted parameters.
cov_params([r_matrix, column, scale, cov_p, ...])	Compute the variance/covariance matrix.
f_test(r_matrix[, cov_p, invcov])	Compute the F-test for a joint linear hypothesis.
initialize(model, params, **kwargs)	Initialize (possibly re-initialize) a Results instance.
load(fname)	Load a pickled results instance
mv_test([hypotheses, skip_intercept_test])	Linear hypotheses testing
normalized_cov_params()	See specific model class docstring
predict([exog, transform])	Call self.model.predict with self.params as the first argument.
remove_data()	Remove data arrays, all nobs arrays from result and model.
save(fname[, remove_data])	Save a pickle of this instance.
summary()	Summary
t_test(r_matrix[, cov_p, use_t])	Compute a t-test for a each linear hypothesis of the form Rb = q.
t_test_pairwise(term_name[, method, alpha, ...])	Perform pairwise t_test with multiple testing corrected p-values.
wald_test(r_matrix[, cov_p, invcov, use_f, ...])	Compute a Wald-test for a joint linear hypothesis.
wald_test_terms([skip_single, ...])	Compute a sequence of Wald tests for terms over multiple columns.

Properties

bse	The standard errors of the parameter estimates.
llf	Log-likelihood of model
pvalues	The two-tailed p values for the t-stats of the params.
tvalues	Return the t-statistic for a given parameter estimate.
use_t	Flag indicating to use the Student's distribution in inference.