statsmodels.base.distributed_estimation.DistributedResults¶
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class
statsmodels.base.distributed_estimation.DistributedResults(model, params)[source]¶ Class to contain model results
Parameters: model : class instance
Class instance for model used for distributed data, this particular instance uses fake data and is really only to allow use of methods like predict.
params : ndarray
Parameter estimates from the fit model.
Attributes
use_tFlag indicating to use the Student’s distribution in inference. Methods
conf_int([alpha, cols])Construct confidence interval for the fitted parameters. cov_params([r_matrix, column, scale, cov_p, …])Compute the variance/covariance matrix. f_test(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. initialize(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance. load(fname)Load a pickled results instance normalized_cov_params()See specific model class docstring predict(exog, *args, **kwargs)Calls self.model.predict for the provided exog. remove_data()Remove data arrays, all nobs arrays from result and model. save(fname[, remove_data])Save a pickle of this instance. summary()Summary t_test(r_matrix[, cov_p, scale, use_t])Compute a t-test for a each linear hypothesis of the form Rb = q. t_test_pairwise(term_name[, method, alpha, …])Perform pairwise t_test with multiple testing corrected p-values. wald_test(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns. Methods
conf_int([alpha, cols])Construct confidence interval for the fitted parameters. cov_params([r_matrix, column, scale, cov_p, …])Compute the variance/covariance matrix. f_test(r_matrix[, cov_p, scale, invcov])Compute the F-test for a joint linear hypothesis. initialize(model, params, **kwargs)Initialize (possibly re-initialize) a Results instance. load(fname)Load a pickled results instance normalized_cov_params()See specific model class docstring predict(exog, *args, **kwargs)Calls self.model.predict for the provided exog. remove_data()Remove data arrays, all nobs arrays from result and model. save(fname[, remove_data])Save a pickle of this instance. summary()Summary t_test(r_matrix[, cov_p, scale, use_t])Compute a t-test for a each linear hypothesis of the form Rb = q. t_test_pairwise(term_name[, method, alpha, …])Perform pairwise t_test with multiple testing corrected p-values. wald_test(r_matrix[, cov_p, scale, invcov, …])Compute a Wald-test for a joint linear hypothesis. wald_test_terms([skip_single, …])Compute a sequence of Wald tests for terms over multiple columns. Properties
bseThe standard errors of the parameter estimates. llfLog-likelihood of model pvaluesThe two-tailed p values for the t-stats of the params. tvaluesReturn the t-statistic for a given parameter estimate. use_tFlag indicating to use the Student’s distribution in inference.