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statsmodels.genmod.cov_struct.GlobalOddsRatio.covariance_matrix

GlobalOddsRatio.covariance_matrix(expected_value, index) [source]

Returns the working covariance or correlation matrix for a given cluster of data.

Parameters:
  • endog_expval (array-like) – The expected values of endog for the cluster for which the covariance or correlation matrix will be returned
  • index (integer) – The index of the cluster for which the covariane or correlation matrix will be returned
Returns:
  • M (matrix) – The covariance or correlation matrix of endog
  • is_cor (bool) – True if M is a correlation matrix, False if M is a covariance matrix

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.cov_struct.GlobalOddsRatio.covariance_matrix.html