6.7.6.3.2.1.2. statsmodels.sandbox.regression.onewaygls.OneWayLS.fitbygroups¶

OneWayLS.fitbygroups()[source]¶

Fit OLS regression for each group separately.

Returns:

results are attached

olsbygroup : dictionary of result instance

the returned regression results for each group

sigmabygroup : array (ngroups,) (this should be called sigma2group ??? check)

mse_resid for each group

weights : array (nobs,)

standard deviation of group extended to the original observations. This can be used as weights in WLS for group-wise heteroscedasticity.