Covariance Matrices Types

Covariance Matrices Types

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The COUNTREG procedure enables you to specify the estimation method for the covariance matrix. The COVEST=HESSIAN option estimates the covariance matrix based on the inverse of the Hessian matrix, COVEST=OP uses the outer product of gradients, and COVEST=QML produces the covariance matrix based on both the Hessian and outer product matrices. The default is COVEST=HESSIAN.

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