statsmodels.regression.linear_model.OLS.fit¶
- OLS.fit(method='pinv', cov_type='nonrobust', cov_kwds=None, use_t=None, **kwargs)¶
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 regression.linear_model.RegressionResults for a description of the available covariance estimators.
cov_kwds (list or None, optional) – See linear_model.RegressionResults.get_robustcov_results for a description required keywords for alternative covariance estimators.
use_t (bool, optional) – Flag indicating to use the Student’s t distribution when computing p-values. Default behavior depends on cov_type. See linear_model.RegressionResults.get_robustcov_results for implementation details.
**kwargs – Additional keyword arguments that contain information used when constructing a model using the formula interface.
- Returns:
The model estimation results.
- Return type:
See also
RegressionResultsThe results container.
RegressionResults.get_robustcov_resultsA method to change the covariance estimator used when fitting the model.
Notes
The fit method uses the pseudoinverse of the design/exogenous variables to solve the least squares minimization.