Example #1
0
 def _estimate_scale(self, resid):
     """
     Estimates the scale based on the option provided to the fit method.
     """
     if isinstance(self.scale_est, str):
         if self.scale_est.lower() == 'mad':
             return scale.mad(resid)
         if self.scale_est.lower() == 'stand_mad':
             return scale.stand_mad(resid)
     elif isinstance(self.scale_est, scale.HuberScale):
         return self.scale_est(self.df_resid, self.nobs, resid)
     else:
         return scale.scale_est(self, resid)**2
Example #2
0
 def _estimate_scale(self, resid):
     """
     Estimates the scale based on the option provided to the fit method.
     """
     if isinstance(self.scale_est, str):
         if self.scale_est.lower() == 'mad':
             return scale.mad(resid, center=0)
         else:
             raise ValueError("Option %s for scale_est not understood" %
                              self.scale_est)
     elif isinstance(self.scale_est, scale.HuberScale):
         return self.scale_est(self.df_resid, self.nobs, resid)
     else:
         return scale.scale_est(self, resid)**2