params : 1d array_like
parameter estimates from estimated model
normalized_cov_params : 2d array
- Normalized (before scaling) covariance of params
normalized_cov_paramss is also known as the hat matrix or H
(Semiparametric regression, Ruppert, Wand, Carroll; CUP 2003)
scale : float
For (some subset of models) scale will typically be the
mean square error from the estimated model (sigma^2)
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