statsmodels / statsmodels/statsmodels

statistics for cov_params

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comp-discrete comp-regression wishlist
Dominant language
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Description

http://biogeme.epfl.ch/doc/01logitpython.html

shows a table with statistics for the covariance matrix, including both standard and robust covariances

might be interesting, I've never seen it before

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First steps

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  4. Open a pull request that references the issue number.

Research direction

Start with the linked Biogeme documentation and locate the statsmodels implementation of cov_params. The issue does not name a file, test, or specific model, and it does not define which covariance statistics should be added. A complete change would first need agreed acceptance criteria, then tests covering standard and robust covariance results.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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