statsmodels.discrete.discrete_model.MNLogit.cov_params_func_l1
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MNLogit.cov_params_func_l1(likelihood_model, xopt, retvals)
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Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit.
Returns a full cov_params matrix, with entries corresponding to zero?d values set to np.nan.
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