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. : |
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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.