title: Co variance matrix of a model in python
body: <p>To find the co variance matrix of a fitted model in python (equivalent to vcov() (R fucntion) in python) </p>
  
  <pre><code>lmfit &lt;- lm(formula = Y ~ X, data=Data_df)
  lmpred &lt;- predict(lmfit, newdata=Data_df, se.fit=TRUE, interval = "prediction")
  std_er &lt;- sqrt(((X0) %*% vcov(lmfit)) %*% t(X0))
  </code></pre>
  
  <p>trying to convert the above code in python. For which i need to find the co variance matrix of the fitted model ie, vcov. 
  I wont be able to use np.cov() as im trying to find the co variance matrix of the model.</p>
  
  <p>i have already used statsmodels.regression.linear_model.OLSResults.cov_params(), But i m not getting the same values as in R.</p>