Login Register

QuantReg.information()

statsmodels.regression.quantile_regression.QuantReg.information

QuantReg.information(params)

Fisher information matrix of model

Returns -Hessian of loglike evaluated at params.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.regression.quantile_regression.QuantReg.information.html

doc_statsmodels

2025-01-10 15:47:30

Comments

Leave a Comment

Please login to continue.

Popular Articles

QuantReg.fit() statsmodels.regression.quantile_regression.QuantReg.fit QuantReg.fit(q=0.5, vcov='robust', kernel='epa', bandwidth='hsheather', max_iter=1000, p_tol

QuantReg.initialize() statsmodels.regression.quantile_regression.QuantReg.initialize QuantReg.initialize()

QuantReg.score() statsmodels.regression.quantile_regression.QuantReg.score QuantReg.score(params) Score vector of model. The gradient of logL with respect to each

QuantReg.predict() statsmodels.regression.quantile_regression.QuantReg.predict QuantReg.predict(params, exog=None) Return linear predicted values from a design matri

QuantReg.loglike() statsmodels.regression.quantile_regression.QuantReg.loglike QuantReg.loglike(params) Log-likelihood of model.