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BUILT-IN MATHEMATICA SYMBOL

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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Scope (2)Scope (2)

Properties & Relations (2)Properties & Relations (2)

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