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statsmodels.genmod.cov_struct.Exchangeable

class statsmodels.genmod.cov_struct.Exchangeable[source]

An exchangeable working dependence structure.

Methods

covariance_matrix(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()
update(params) Updates the association parameter values based on the current regression coefficients.

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