[SciPy-User] [SciPy-user] scipy.odr - Correct form of covx, covy matrix

Sturla Molden sturla@molden...
Tue Feb 14 11:51:01 CST 2012

On 14.02.2012 17:12, josef.pktd@gmail.com wrote:

> One problem we have in statsmodels is that we still need additional
> results not just the parameter estimates, for example inv(x'x) (or
> pinv) or inv(X' inv(V) X) (IIRC) for the covariance matrix and the
> determinant for the log likelihood.

After fitting with dggglm the y output variable contain the decorrelated 
residuals, so that should give you the log likelihood.
But I am not sure about the covariance matrix.


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