statsmodels.regression.quantile_regression.QuantRegResults.conf_int

QuantRegResults.conf_int(alpha=0.05, cols=None)

Compute the confidence interval of the fitted parameters.

Parameters:
alphafloat, optional

The alpha level for the confidence interval. The default alpha = .05 returns a 95% confidence interval.

colsarray_like, optional

Columns to include in returned confidence intervals.

Returns:
array_like

The confidence intervals.

Notes

The confidence interval is based on Student’s t-distribution.


Last update: Oct 29, 2024