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no tengo bien claro cómo reportarlo, por lo que no sé si tiene que ir en el archivo exportado de parámetros o podemos informarlo durante el ajuste.
Hago copy paste del chatgpt
### Summary
The number…
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- as per [Li and Redden (2014)](https://doi.org/10.1002%2Fsim.6344), using the standard sandwich variance-covariance matrix to perform a Wald test of significance - as we do in `waldtestGEE()` - leads…
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Is there a way to get the variance-covariance (or the correlation) matrix of the fitted fixed-effects?
sbSHA updated
3 months ago
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Hello all,
This is probably a very basic question but I want to clarify what the SSE stands for in the variance of the slope equation: SSE/n-2. I believe it is the squared sum of errors, but want …
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Pyfixest currently has `predict()` function but there is not currently functionality to provide estimates of the variance of the predictions. (Some) other tools do include this, such as:
- Statsmo…
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_Issue [JP-3575](https://jira.stsci.edu/browse/JP-3575) was created on JIRA by [Melanie Clarke](https://jira.stsci.edu/secure/ViewProfile.jspa?name=mclarke):_
Currently, the pipeline propagates var…
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Many distributions will have some summary statistics regardless of their parameters so `Option` should not be required, e.g. it is not semantically accurate to require unwrapping the mean of a binomia…
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Reading through the lecture notes on variance and covariance, there are a few pages on how outliers (especially extreme ones) affect covariance. I assume the same issue extends to even dramatizing or …
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My optimization method can not give an explicit inverse hessian variance-covariance matrix, my current method return the hess_inv as:
Can anyone help with this?
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And replace all their usage with linalg implementation.
In addition, respect Shoguns way of defining vectors, which is as column vectors, not row vectors. A couple of unit tests and other places in Sh…