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linearmodels v4.28 (+28) linearmodels.system.covariance.HeteroskedasticCovariance.sigma

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linearmodels.system.covariance.HeteroskedasticCovariance

linearmodels v4.28 (+28)

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linearmodels.system.covariance.HeteroskedasticCovariance.sigma¶

property HeteroskedasticCovariance.sigma: ndarray¶

Error covariance

Return type:: ndarray

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