Fixed duplicate svd in RegressionModel

statsmodels · Sep 24, 2013 · 12a4694 · 12a4694
1 parent 16365ed
commit 12a4694
Showing 1 changed file with 4 additions and 5 deletions.
diff --git a/statsmodels/regression/linear_model.py b/statsmodels/regression/linear_model.py
@@ -80,15 +80,13 @@ def __init__(self, endog, exog, **kwargs):
         self._data_attr.extend(['pinv_wexog', 'wendog', 'wexog', 'weights'])
 
     def initialize(self):
-        #print "calling initialize, now whitening"  #for debugging
         self.wexog = self.whiten(self.exog)
         self.wendog = self.whiten(self.endog)
         # overwrite nobs from class Model:
         self.nobs = float(self.wexog.shape[0])
         self.rank = rank(self.exog)
         self.df_model = float(self.rank - self.k_constant)
         self.df_resid = self.nobs - self.rank
-        self.df_model = float(rank(self.exog) - self.k_constant)
 
     def fit(self, method="pinv", **kwargs):
         """
@@ -124,9 +122,10 @@ def fit(self, method="pinv", **kwargs):
             if ((not hasattr(self, 'pinv_wexog')) or
                 (not hasattr(self, 'normalized_cov_params'))):
                 #print "recalculating pinv"   #for debugging
-                self.pinv_wexog = pinv_wexog = np.linalg.pinv(self.wexog)
-                self.normalized_cov_params = np.dot(pinv_wexog,
-                                                 np.transpose(pinv_wexog))
+                self.pinv_wexog = np.linalg.pinv(self.wexog)
+                self.normalized_cov_params = np.dot(self.pinv_wexog,
+                                        np.transpose(self.pinv_wexog))
+
             beta = np.dot(self.pinv_wexog, endog)
 
         elif method == "qr":