CovarianceEstimatorFunction

CovarianceEstimatorFunction

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

Details

Examples

open allclose all

Basic Examples  (1)

Fit a generalized linear model:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=

Compute the covariance matrix using the expected information matrix:

In[3]:=
Click for copyable input
Out[3]=

Use the observed information matrix instead:

In[4]:=
Click for copyable input
Out[4]=
In[5]:=
Click for copyable input
Out[5]=

Scope  (2)

Properties & Relations  (2)

See Also

GeneralizedLinearModelFit  LogitModelFit  ProbitModelFit  DispersionEstimatorFunction

Introduced in 2008
(7.0)