scikits.statsmodels.model.LikelihoodModelResults.__init__

LikelihoodModelResults.__init__(model, params, normalized_cov_params=None, scale=1.0)
Parameters :

params : 1d array_like

parameter estimates from estimated model

normalized_cov_params : 2d array

Normalized (before scaling) covariance of params

normalized_cov_paramss is also known as the hat matrix or H (Semiparametric regression, Ruppert, Wand, Carroll; CUP 2003)

scale : float

For (some subset of models) scale will typically be the mean square error from the estimated model (sigma^2)

Notes

The covariance of params is given by scale times normalized_cov_params

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