Controls whether an estimate of the covariance matrix of the parameter estimates is reported.
Syntax
object.Covest ()
object.Covest (tf)
The Covest method syntax has the following parts:
Part |
Description |
object |
An object of type AmosEngine. |
tf |
Optional. If tf is True (default), an estimate of the covariance matrix of the parameter estimates is calculated. Otherwise, not. |
Placement: [1].
Default
The covariance matrix of parameter estimates is not estimated.
Remarks
An estimate of the covariance matrix of the parameter estimates is available only for the case of maximum likelihood (Ml), generalized least squares (Gls), and asymptotically distribution-free (Adf) estimation. When other estimation criteria are used, the Covest method is ignored.
See Also