statsmodels.regression.quantile_regression.QuantRegResults.HC2_se static QuantRegResults.HC2_se() [source]

statsmodels.sandbox.stats.multicomp.rejectionline statsmodels.sandbox.stats.multicomp.rejectionline(n, alpha=0.5) [source] reference line for rejection in multiple tests Not used anymore from: section 3.2, page 60

statsmodels.regression.quantile_regression.QuantRegResults.HC3_se static QuantRegResults.HC3_se() [source]

statsmodels.sandbox.distributions.extras.SkewNorm2_gen class statsmodels.sandbox.distributions.extras.SkewNorm2_gen(momtype=1, a=None, b=None, xtol=1e-14, badvalue=None, name=None, longname=None, shapes=None, extradoc=None) [source] univariate Skew-Normal distribution of Azzalini class follows scipy.stats.distributions pattern Methods cdf(x, *args, **kwds) Cumulative distribution function of the given RV. entropy(*args, **kwds) Differential entropy of the RV. est_loc_scale(*args, **kwds)

statsmodels.robust.robust_linear_model.RLMResults class statsmodels.robust.robust_linear_model.RLMResults(model, params, normalized_cov_params, scale) [source] Class to contain RLM results Returns: **Attributes** : bcov_scaled : array p x p scaled covariance matrix specified in the model fit method. The default is H1. H1 is defined as k**2 * (1/df_resid*sum(M.psi(sresid)**2)*scale**2)/ ((1/nobs*sum(M.psi_deriv(sresid)))**2) * (X.T X)^(-1) where k = 1 + (df_model +1)/nobs * var_psiprime/m**

statsmodels.genmod.cov_struct.CovStruct.summary CovStruct.summary() [source] Returns a text summary of the current estimate of the dependence structure.

statsmodels.discrete.discrete_model.BinaryModel.score BinaryModel.score(params) Score vector of model. The gradient of logL with respect to each parameter.

statsmodels.discrete.discrete_model.DiscreteResults.initialize DiscreteResults.initialize(model, params, **kwd)

statsmodels.sandbox.regression.gmm.LinearIVGMM.fitstart LinearIVGMM.fitstart()

statsmodels.tsa.vector_ar.var_model.VAR.information VAR.information(params) Fisher information matrix of model Returns -Hessian of loglike evaluated at params.