statsmodels.stats.knockoff_regeffects.RegModelEffects

class statsmodels.stats.knockoff_regeffects.RegModelEffects(model_cls, regularized=False, model_kws=None, fit_kws=None)[source]

Use any regression model for Regression FDR analysis.

Parameters

parent : RegressionFDR

The RegressionFDR instance to which this effect size is applied.

model_cls : class

Any model with appropriate fit or fit_regularized functions

regularized : bool

If True, use fit_regularized to fit the model

model_kws : dict

Keywords passed to model initializer

fit_kws : dict

Dictionary of keyword arguments for fit or fit_regularized

Methods

stats(parent)

Methods

stats(parent)