segreg.model.OLSRegressionEstimator.params¶
- property OLSRegressionEstimator.params¶
Returns the fitted parameters.
The returned parameters are, in order,
[intercept, slope, sigma]
More generally, if the (fitted) model is of the form:
\[y_i = f(x_i; \theta) + \varepsilon_i\]where \(f(x)\) is a function of x depending on the parameter vector \(\theta\), and \(\{\varepsilon_i\}\) is i.i.d. random error of mean zero and variance \(\sigma^2\), then the returned parameter vector is of the form:
\[[\theta_1, \dots, \theta_k, \sigma]\]where \(\theta = [\theta_1, \dots, \theta_k]\).
Notes
The error variance \(\sigma^2\) is often considered a nuisance parameter, and is not required for many applications.
- Raises
Exception – If
fit
has not been called.- Returns
params
- Return type
array-like