segreg.model.OLSRegressionEstimator.fit

OLSRegressionEstimator.fit(indep, dep)

Fit the model to the given data.

The fit automatically includes an intercept. There is no need to add a column of ones to the indep input.

Parameters

• indep (array-like of shape (num_data,)) – The independent data. Also called predictor, explanatory variable, regressor, or exogenous variable.

• dep (array-like of shape (num_data,)) – The dependent data. Also called response, regressand, or endogenous variable.

Returns

params – The estimated parameters. The returned parameters are, in order, [intercept, slope, sigma].

Return type

array of shape (num_params,)