A base class for correlation and covariance structures of grouped data.
Each implementation of this class takes the residuals from a regression model that has been fitted to grouped data, and uses them to estimate the within-group dependence structure of the random errors in the model.
The state of the covariance structure is represented through the value of the class variable dep_params. The default state of a newly-created instance should correspond to the identity correlation matrix.
|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)||Updates the association parameter values based on the current regression coefficients.|