**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**2
where m = mean(M.psi_deriv(sresid)) and
var_psiprime = var(M.psi_deriv(sresid))
H2 is defined as
k * (1/df_resid) * sum(M.psi(sresid)**2) *scale**2/
((1/nobs)*sum(M.psi_deriv(sresid)))*W_inv
H3 is defined as
1/k * (1/df_resid * sum(M.psi(sresid)**2)*scale**2 *
(W_inv X.T X W_inv))
where k is defined as above and
W_inv = (M.psi_deriv(sresid) exog.T exog)^(-1)
See the technical documentation for cleaner formulae.
bcov_unscaled : array
The usual p x p covariance matrix with scale set equal to 1. It
is then just equivalent to normalized_cov_params.
bse : array
An array of the standard errors of the parameters. The standard
errors are taken from the robust covariance matrix specified in the
argument to fit.
chisq : array
An array of the chi-squared values of the paramter estimates.
df_model :
df_resid :
fittedvalues : array
The linear predicted values. dot(exog, params)
model : scikits.statsmodels.rlm.RLM
A reference to the model instance
nobs : float
The number of observations n
normalized_cov_params : array
See RLM.normalized_cov_params
params : array
The coefficients of the fitted model
pinv_wexog : array
pvalues : array
The p values associated with tvalues. Note that tvalues are assumed to be distributed
standard normal rather than Student’s t.
resid : array
The residuals of the fitted model. endog - fittedvalues
scale : float
The type of scale is determined in the arguments to the fit method in
RLM. The reported scale is taken from the residuals of the weighted
least squares in the last IRLS iteration if update_scale is True. If
update_scale is False, then it is the scale given by the first OLS
fit before the IRLS iterations.
sresid : array
tvalues : array
The “t-statistics” of params. These are defined as params/bse where bse are taken
from the robust covariance matrix specified in the argument to fit.
weights : array
The reported weights are determined by passing the scaled residuals
from the last weighted least squares fit in the IRLS algortihm.
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