GLS.fit()
statsmodels.regression.linear_model.GLS.fit
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GLS.fit(method='pinv', cov_type='nonrobust', cov_kwds=None, use_t=None, **kwargs)
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Full fit of the model.
The results include an estimate of covariance matrix, (whitened) residuals and an estimate of scale.
Parameters: method : str, optional
Can be “pinv”, “qr”. “pinv” uses the Moore-Penrose pseudoinverse to solve the least squares problem. “qr” uses the QR factorization.
cov_type : str, optional
See
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for a description of the available covariance estimators