Possible to obtain the estimates from bootstrapping?

[JohannesWiesner]

I wonder if it's possible to obtain the bootstrapping estimates that are used to compute the SE when you use model.fit(conf_int='boot',n_boot=size)?

[ejolly]

It's possible but not currently implemented at the moment. It would require a change to the underlying R function to also output the standard errors here and then adjust the dataframe to account for these additional columns.

Not sure if/when I'll have time to implement something like this but happy to take PRs!