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Ref covtype fit #1867

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merged 5 commits into from Aug 3, 2014

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commented Aug 3, 2014

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.

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commented Aug 3, 2014

Coverage Status

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

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commented Aug 3, 2014

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 added a commit that referenced this pull request Aug 3, 2014

Merge pull request #1867 from josef-pkt/REF_covtype_fit
ENH/REF add covtype choice to fit method

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

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@josef-pkt josef-pkt added PR labels Aug 3, 2014

@josef-pkt josef-pkt added this to the 0.6 milestone Aug 3, 2014

PierreBdR pushed a commit to PierreBdR/statsmodels that referenced this pull request Sep 2, 2014

Merge pull request statsmodels#1867 from josef-pkt/REF_covtype_fit
ENH/REF add covtype choice to fit method

@josef-pkt josef-pkt deleted the josef-pkt:REF_covtype_fit branch Apr 10, 2015

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