FactorResults.uniq_stderr(kurt=0)
[source]
The standard errors of the uniquenesses.
Parameters: | kurt (float) – Excess kurtosis |
---|
If excess kurtosis is known, provide as kurt
. Standard errors are only available if the model was fit using maximum likelihood. If endog
is not provided, nobs
must be provided to obtain standard errors.
These are asymptotic standard errors. See Bai and Li (2012) for conditions under which the standard errors are valid.
The standard errors are only applicable to the original, unrotated maximum likelihood solution.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.multivariate.factor.FactorResults.uniq_stderr.html