3.11.15.1.4. statsmodels.stats.multivariate_tools.partial_project

statsmodels.stats.multivariate_tools.partial_project(endog, exog)[source]

helper function to get linear projection or partialling out of variables

endog variables are projected on exog variables

Parameters:

endog : ndarray

array of variables where the effect of exog is partialled out.

exog : ndarray

array of variables on which the endog variables are projected.
Returns:

res : instance of Bunch with

  • params : OLS parameter estimates from projection of endog on exog
  • fittedvalues : predicted values of endog given exog
  • resid : residual of the regression, values of endog with effect of exog partialled out

Notes

This is no-frills mainly for internal calculations, no error checking or array conversion is performed, at least for now.