MixedLMResults.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: |
|
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Returns: |
cov – covariance matrix of the parameter estimates or of linear combination of parameter estimates. See Notes. |
Return type: |
ndarray |
(The below are assumed to be in matrix notation.)
If no argument is specified returns the covariance matrix of a model (scale)*(X.T X)^(-1)
If contrast is specified it pre and post-multiplies as follows (scale) * r_matrix (X.T X)^(-1) r_matrix.T
If contrast and other are specified returns (scale) * r_matrix (X.T X)^(-1) other.T
If column is specified returns (scale) * (X.T X)^(-1)[column,column]
if column is 0d
OR
(scale) * (X.T X)^(-1)[column][:,column]
if column is 1d
© 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.regression.mixed_linear_model.MixedLMResults.cov_params.html