5.1.1.1. statsmodels.sandbox.contrast_old.contrastfromcols

statsmodels.sandbox.contrast_old.contrastfromcols(L, D, pseudo=None)

From an n x p design matrix D and a matrix L, tries to determine a p x q contrast matrix C which determines a contrast of full rank, i.e. the n x q matrix

dot(transpose(C), pinv(D))

is full rank.

L must satisfy either L.shape[0] == n or L.shape[1] == p.

If L.shape[0] == n, then L is thought of as representing columns in the column space of D.

If L.shape[1] == p, then L is thought of as what is known as a contrast matrix. In this case, this function returns an estimable contrast corresponding to the dot(D, L.T)

Note that this always produces a meaningful contrast, not always with the intended properties because q is always non-zero unless L is identically 0. That is, it produces a contrast that spans the column space of L (after projection onto the column space of D).