statsmodels.stats.knockoff_regeffects.RegModelEffects

class statsmodels.stats.knockoff_regeffects.RegModelEffects(model_cls, regularized=False, model_kws=None, fit_kws=None)

Use any regression model for Regression FDR analysis.

Parameters

parentRegressionFDR

The RegressionFDR instance to which this effect size is applied.

model_clsclass

Any model with appropriate fit or fit_regularized functions

regularizedbool

If True, use fit_regularized to fit the model

model_kwsdict

Keywords passed to model initializer

fit_kwsdict

Dictionary of keyword arguments for fit or fit_regularized

Methods

stats