The default is for the estimation routine to give some auxiliary information, such as a covariance matrix, predicted values, and common hypothesis tests. Some uses of a model depend on these items, but if they are a waste of time for your purposes, this settings group gives a quick way to bypass them all.
Adding this settings group to your model without changing any default values—
—will turn off all of the auxiliary calculations covered, because the default value for all the switches is
'n', indicating that all elements are not wanted.
From there, you can change some of the default
'y's to retain some but not all auxiliary elements. If you just want the parameters themselves and the covariance matrix:
.covariance='n', .tests='y'may be treated as