Initial commit on higher dimension regression

statsmodels/multivariate/regression.py

@@ -0,0 +1,32 @@
+class PLSReg(object):
+    def __init__(self, endog, exog, ncomp=None, standardize=True):
+        pass
+
+    def fit(self, method='nipals'):
+        pass
+
+
+class PCAReg(object):
+    def __init__(self, endog, exog, ncomp=None, standardize=True):
+        pass
+
+    def fit(self, method='svd'):
+        pass
+
+
+class RegularizedReducedRankReg(object):
+    def __init__(self, endog, exog, ncomp=None, method='svd',
+                 standardize=True):
+        pass
+
+    def fit(self, regularization='spectral'):
+        pass
+
+
+class ThreePassReg(object):
+    def __init__(self, endog, exog, instr, ncomp=None, ninstr=None,
+                 standardize=True):
+        pass
+
+    def fit(self):
+        pass