Full fit of the model.
The results include an estimate of covariance matrix, (whitened) residuals and an estimate of scale.
Parameters: | method : str, optional
cov_type : str, optional
cov_kwds : list or None, optional
use_t : bool, optional
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Returns: | A RegressionResults class instance. : |
See also
regression.linear_model.RegressionResults, regression.linear_model.RegressionResults.get_robustcov_results
Notes
The fit method uses the pseudoinverse of the design/exogenous variables to solve the least squares minimization.