3.5.2.2.2. statsmodels.genmod.cov_struct.CovStruct¶
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class
statsmodels.genmod.cov_struct.
CovStruct
(cov_nearest_method='clipped')[source]¶ A base class for correlation and covariance structures of grouped data.
Each implementation of this class takes the residuals from a regression model that has been fitted to grouped data, and uses them to estimate the within-group dependence structure of the random errors in the model.
The state of the covariance structure is represented through the value of the class variable dep_params. The default state of a newly-created instance should correspond to the identity correlation matrix.
3.5.2.2.2.1. Methods¶
__init__ ([cov_nearest_method]) |
|
covariance_matrix (endog_expval, index) |
Returns the working covariance or correlation matrix for a given cluster of data. |
covariance_matrix_solve (expval, index, ...) |
Solves matrix equations of the form covmat * soln = rhs and returns the values of soln, where covmat is the covariance matrix represented by this class. |
initialize (model) |
Called by GEE, used by implementations that need additional setup prior to running fit. |
summary () |
Returns a text summary of the current estimate of the dependence structure. |
update (params) |
Updates the association parameter values based on the current regression coefficients. |