statsmodels.robust.robust_linear_model.RLMResults.cov_params
RLMResults.cov_params(r_matrix=None, column=None, scale=None, cov_p=None, other=None)
Returns the variance/covariance matrix. The variance/covariance matrix can be of a linear contrast of the estimates of params or all params multiplied by scale which will usually be an estimate of sigma^2. Scale is assumed to be a scalar. Parameters:
r_matrix : array-like Can be 1d, or 2d. Can be used alone or with other. column : array-like, o