statsmodels.regression.dimred.PrincipalHessianDirections.fit¶
-
PrincipalHessianDirections.
fit
(**kwargs)[source]¶ Estimate the EDR space using PHD.
- Parameters
- residbool,
optional
If True, use least squares regression to remove the linear relationship between each covariate and the response, before conducting PHD.
- residbool,
- Returns
A
results
instance
which
can
be
used
to
access
the
estimated
- parameters.