statsmodels.stats.knockoff_regeffects.RegModelEffects

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

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)