Ref covtype fit #1867

Merged
merged 5 commits into from Aug 3, 2014

Projects

None yet

2 participants

@josef-pkt
Member

integrating robust covariances into the model fit method, see issue #1418
summary issue for robust covariances is #1158

first part: linear models - roughly finished

needed new df_resid_inference to separate df_resid used in scale from df_resid used in t, f tests and similar inference.

@coveralls

Coverage Status

Coverage increased (+0.03%) when pulling b20d35a on josef-pkt:REF_covtype_fit into bdb15bb on statsmodels:master.

@josef-pkt
Member

I'm merging this.

missing docstring

Followup will be with next stage, robust covariance for discrete and general MLE.
GLM now also has score_obs, so I might be able to add it also.

@josef-pkt josef-pkt merged commit 8709f00 into statsmodels:master Aug 3, 2014

2 checks passed

continuous-integration/appveyor AppVeyor build succeeded
Details
continuous-integration/travis-ci The Travis CI build passed
Details
@josef-pkt josef-pkt added this to the 0.6 milestone Aug 3, 2014
@josef-pkt josef-pkt deleted the josef-pkt:REF_covtype_fit branch Apr 10, 2015
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment