statsmodels.stats.knockoff_regeffects.CorrelationEffects¶
- class statsmodels.stats.knockoff_regeffects.CorrelationEffects[source]¶
Marginal correlation effect sizes for FDR control.
- Parameters:
- parent
RegressionFDR The RegressionFDR instance to which this effect size is applied.
- parent
Notes
This class implements the marginal correlation approach to constructing test statistics for a knockoff analysis, as described under (1) in section 2.2 of the Barber and Candes paper.
Methods
stats(parent)