statsmodels.stats.knockoff_regeffects.OLSEffects¶

class statsmodels.stats.knockoff_regeffects.OLSEffects[source]¶

OLS regression for knockoff analysis.

Parameters:¶

parentRegressionFDR

The RegressionFDR instance to which this effect size is applied.

Notes

This class implements the ordinary least squares regression approach to constructing test statistics for a knockoff analysis, as described under (2) in section 2.2 of the Barber and Candes paper.

Methods

stats(parent)