5.11. statsmodels.sandbox.rls

Restricted least squares

from pandas License: Simplified BSD

5.11.1. Classes

GLS(endog, exog[, sigma, missing, hasconst])	Generalized least squares model with a general covariance structure.
RLS(endog, exog, constr[, param, sigma])	Restricted general least squares model that handles linear constraints
RegressionResults(model, params[, ...])	This class summarizes the fit of a linear regression model.
WLS(endog, exog[, weights, missing, hasconst])	A regression model with diagonal but non-identity covariance structure.