Ref covtype fit #1867

merged 5 commits into from Aug 3, 2014


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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.


Coverage Status

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


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

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@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
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