Fix covariance_matrix dtypes

Quantco · Aug 14, 2023 · af87010 · af87010
1 parent fad75ff
commit af87010
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/src/glum/_glm.py b/src/glum/_glm.py
@@ -1621,7 +1621,7 @@ def covariance_matrix(
                     / (sum_weights - self.n_features_in_ - int(self.fit_intercept))
                 )
             else:
-                inner_part = gradient.sandwich(np.ones_like(y))
+                inner_part = gradient.sandwich(np.ones_like(y, dtype=X.dtype))
                 correction = sum_weights / (
                     sum_weights - self.n_features_in_ - int(self.fit_intercept)
                 )