statsmodels.regression.dimred.SlicedInverseReg¶

class statsmodels.regression.dimred.SlicedInverseReg(endog, exog, **kwargs)[source]¶

Sliced Inverse Regression (SIR)

Parameters:

endog : array-like (1d)

The dependent variable

exog : array-like (2d)

The covariates

References

KC Li (1991). Sliced inverse regression for dimension reduction. JASA 86, 316-342.

Attributes

`endog_names`	Names of endogenous variables
`exog_names`	Names of exogenous variables

Methods

`fit`(**kwargs)	Estimate the EDR space.
`from_formula`(formula, data[, subset, drop_cols])	Create a Model from a formula and dataframe.
`predict`(params[, exog])	After a model has been fit predict returns the fitted values.