statsmodels.multivariate.factor.FactorResults.factor_score_params¶
-
FactorResults.
factor_score_params
(method='bartlett')[source]¶ 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
ndarray
matrix s to compute factors f from a standardized endog ys.
f = ys dot s
- coeff_matrix
Notes
The regression method follows the Stata definition. Method bartlett and regression are verified against Stats. Two unofficial methods, ‘ols’ and ‘gls’, produce similar factor scores but are not verified.