I cannot find a python package that handles Multivariate Regression, and the internet is full of people who have confused the search by interchanging "Multivariate" (many DEPENDENT variables) with "Multiple" (many INDEPENDENT variables). Multivariate Regression ≠ Multiple Regression!
Any direction would be massively helpful.
statmodels has not fully implemented statsmodels.multivariate.multivariate_ols._MultivariateOLS.
The only packages I've found is sklearn's MLPRegressor + SHAP, but it relies on Neural Networks. I'd like something that's more explainable.
Edit: I am not looking for logistic regression.
Thanks, OQ