scikits.statsmodels.regression.GLS.fit

GLS.fit()

Full fit of the model.

The results include an estimate of covariance matrix, (whitened) residuals and an estimate of scale.

Returns :A RegressionResults class instance. :

See also

regression.RegressionResults

Notes

Currently it is assumed that all models will have an intercept / constant in the design matrix for postestimation statistics.

The fit method uses the pseudoinverse of the design/exogenous variables to solve the least squares minimization.

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