statsmodels.regression.linear_model.PredictionResults

class statsmodels.regression.linear_model.PredictionResults(predicted_mean, var_pred_mean, var_resid, df=None, dist=None, row_labels=None)[source]

Results class for predictions.

Parameters:
  • predicted_mean (ndarray) – The array containing the prediction means.

  • var_pred_mean (ndarray) – The array of the variance of the prediction means.

  • var_resid (ndarray) – The array of residual variances.

  • df (int) – The degree of freedom used if dist is ‘t’.

  • dist ({'norm', 't', object}) – Either a string for the normal or t distribution or another object that exposes a ppf method.

  • row_labels (list[str]) – Row labels used in summary frame.

Methods

conf_int([obs, alpha])

Returns the confidence interval of the value, effect of the constraint.

summary_frame([alpha])

Properties

predicted_mean

se

se_mean

se_obs

var_pred_mean