def _prepare_data(self):
"""
Cleans the input for single OLS.
Parameters
----------
lhs: Series
Dependent variable in the regression.
rhs: dict, whose values are Series, DataFrame, or dict
Explanatory variables of the regression.
Returns
-------
Series, DataFrame
Cleaned lhs and rhs
"""
(filt_lhs, filt_rhs, filt_weights,
pre_filt_rhs, index, valid) = _filter_data(self._y_orig, self._x_orig,
self._weights_orig)
if self._intercept:
filt_rhs['intercept'] = 1.
pre_filt_rhs['intercept'] = 1.
if hasattr(filt_weights, 'to_dense'):
filt_weights = filt_weights.to_dense()
return (filt_lhs, filt_rhs, filt_weights,
pre_filt_rhs, index, valid)
ols.py 文件源码
python
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