6.6.2.2.4.1.5. statsmodels.sandbox.panel.mixed.Unit.cov_random

Unit.cov_random(D, Sinv=None)

Approximate covariance of estimates of random effects. Just after Display (3.10) in Laird, Lange, Stram (see help(Unit)).

D - D’ Z’ P Z D

Notes

In example where the mean of the random coefficient is not zero, this is not a covariance but a non-centered moment. (proof by example)