statsmodels.discrete.discrete_model.DiscreteModel.cov_params_func_l1¶ DiscreteModel.cov_params_func_l1(likelihood_model, xopt, retvals)[source]¶ Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit. Returns a full cov_params matrix, with entries corresponding to zero’d values set to np.nan.