statsmodels.genmod.cov_struct.Unstructured

class statsmodels.genmod.cov_struct.Unstructured(cov_nearest_method='clipped')

An unstructured dependence structure.

To use the unstructured dependence structure, a time argument must be provided when creating the GEE. The time argument must be of integer dtype, and indicates which position in a complete data vector is occupied by each observed value.

Methods

covariance_matrix(endog_expval, index)	Returns the working covariance or correlation matrix for a given cluster of data.
covariance_matrix_solve(expval, index, ...)	Solves matrix equations of the form covmat * soln = rhs and returns the values of soln, where covmat is the covariance matrix represented by this class.
initialize(model)	Called by GEE, used by implementations that need additional setup prior to running fit.
summary()	Returns a text summary of the current estimate of the dependence structure.
update(params)	Update the association parameter values based on the current regression coefficients.

Methods

covariance_matrix(endog_expval, index)	Returns the working covariance or correlation matrix for a given cluster of data.
covariance_matrix_solve(expval, index, ...)	Solves matrix equations of the form covmat * soln = rhs and returns the values of soln, where covmat is the covariance matrix represented by this class.
initialize(model)	Called by GEE, used by implementations that need additional setup prior to running fit.
summary()	Returns a text summary of the current estimate of the dependence structure.
update(params)	Update the association parameter values based on the current regression coefficients.