statsmodels.multivariate.factor.FactorResults.uniq_stderr#
- FactorResults.uniq_stderr[source]#
The standard errors of the uniquenesses
- Parameters:
- kurt
float Excess kurtosis
- If excess kurtosis is known, provide as `kurt`. Standard
- errors are only available if the model was fit using maximum
- likelihood. If `endog` is not provided, `nobs` must be
- provided to obtain standard errors.
- These are asymptotic standard errors. See Bai and Li (2012)
- for conditions under which the standard errors are valid.
- The standard errors are only applicable to the original,
- unrotated maximum likelihood solution.
- kurt