3.7.2.3.2. statsmodels.miscmodels.count.NonlinearDeltaCov

class statsmodels.miscmodels.count.NonlinearDeltaCov(fun, params, cov_params)

Asymptotic covariance by Deltamethod

the function is designed for 2d array, with rows equal to the number of equations and columns equal to the number of parameters. 1d params work by chance ?

fun: R^{m*k) -> R^{m} where m is number of equations and k is the number of parameters.

equations follow Greene

__init__(fun, params, cov_params)

3.7.2.3.2.1. Methods

__init__(fun, params, cov_params)
cov()
expected()
grad([params])
wald(value)