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statsmodels.regression.quantile_regression.QuantRegResults.conf_int

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

Returns the confidence interval of the fitted parameters.

Parameters:

alpha : float, optional

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

cols : array-like, optional

cols specifies which confidence intervals to return

Notes

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

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