CovarianceEstimatorFunction

CovarianceEstimatorFunction
is an option for generalized linear model fitting functions that specifies the estimator for the parameter covariance matrix.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

Fit a generalized linear model:

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Compute the covariance matrix using the expected information matrix:

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Use the observed information matrix instead:

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Introduced in 2008
(7.0)