Anyone know Multivariate OLS on Statsmodels? I trying to run a mutivariate multiple regression using Statsmodels. Not sure if this is the best tool for this type of regression, so please do tell me if there's another package to which I should belooking. Below is a toy replication of the process (run in Colab).
import statsmodels.api as sm
import pandas as pd

sampleY = {'Maths': [90, 80, 70, 60, 50, 40, 30, 20], 'English': [77, 66, 55, 44, 33, 66, 44, 11]}
sampleX = {'Work': [76, 75, 72, 66, 66, 63, 62, 61] ,'Brains': [33, 66, 22, 44, 11, 66, 55, 11]}

Y = pd.DataFrame(sampleY,columns= ['Maths', 'English'])
X = pd.DataFrame(sampleX,columns= ['Work', 'Brains'])

Xc = sm.add_constant(X)

linear_regression = sm._MultivariateOLS(Y,Xc)
#linear_regression = sm.OLS(Y,Xc) - this one works, but of course only with a single DV, i.e. Y = pd.DataFrame(sampleY,columns= ['Maths'])
fitted_model = linear_regression.fit()

fitted_model.summary()

However which way I try to ensure that statsmodels is fully loaded - git clone, importing the one module specifically, etc. I get 

AttributeError: module 'statsmodels.api' has no attribute
  '_MultivariateOLS'

If I run an OLS (i.e. multiple regression, not multivariate), instead, all works fine. Stumped.
 A: At the time of writing this (Aug-2019) there is no MultivariateOLS in actual terms. That's why the _ infront of the call; it signifies that it is mostly a placeholder and should not be directly called by a user. Right now, only MultivariateTestResults is operational as it acts as the back-end for MANOVA. 
I am unaware of commonly used multivariate linear regression implementation in Python. That said, these lecture notes on Multivariate Linear Regression by N. Helwig show all the required Lin. Algebra to do it and offer a good walk-through in R; I think they will be very helpful to get one started.
A: Multivariate OLS is closely related to canonical correlation analysis, which Statsmodels has:
https://www.statsmodels.org/devel/generated/statsmodels.multivariate.cancorr.CanCorr.html
Also, if your multivariate data are actually balanced repeated measures of the same thing, it might be better to use a form of repeated measure regression, like GEE, mixed linear models , or QIF, all of which Statsmodels has.
