QuantRegResults.cov_params()
statsmodels.regression.quantile_regression.QuantRegResults.cov_params
-
QuantRegResults.cov_params(r_matrix=None, column=None, scale=None, cov_p=None, other=None) -
Returns the variance/covariance matrix.
The variance/covariance matrix can be of a linear contrast of the estimates of params or all params multiplied by scale which will usually be an estimate of sigma^2. Scale is assumed to be a scalar.
Parameters: r_matrix : array-like
Can be 1d, or 2d. Can be used alone or with other.
column : array-like, optional登录查看完整内容
