6.8.2.2.1. statsmodels.sandbox.stats.contrast_tools.DummyTransform¶
-
class
statsmodels.sandbox.stats.contrast_tools.
DummyTransform
(d1, d2)[source]¶ Conversion between full rank dummy encodings
y = X b + u b = C a a = C^{-1} b
y = X C a + u
define Z = X C, then
y = Z a + u
contrasts:
R_b b = r
R_a a = R_b C a = r
where R_a = R_b C
Here C is the transform matrix, with dot_left and dot_right as the main methods, and the same for the inverse transform matrix, C^{-1}
- Note:
- The class was mainly written to keep left and right straight.
- No checking is done.
- not sure yet if method names make sense
C such that d1 C = d2, with d1 = X, d2 = Z
should be (x, z) in arguments ?
6.8.2.2.1.1. Methods¶
__init__ (d1, d2) |
C such that d1 C = d2, with d1 = X, d2 = Z |
dot_left (a) |
b = C a |
dot_right (x) |
z = x C |
inv_dot_left (b) |
a = C^{-1} b |
inv_dot_right (z) |
x = z C^{-1} |