Skip to content

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

Type to start searching

Release Development

System Regression Models
Module Reference
linearmodels.system.covariance.HomoskedasticCovariance

linearmodels v4.28 (+28)

Instrumental Variable Estimation
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
System Regression Models
Utilities
Compatibility
Module Plans
Contributing
Change Log
References

Show Source

linearmodels.system.covariance.HomoskedasticCovariance.sigma¶

property HomoskedasticCovariance.sigma: ndarray¶

Error covariance

Return type:: ndarray

Previous linearmodels.system.covariance.HomoskedasticCovariance.cov_config

Next linearmodels.system.covariance.HeteroskedasticCovariance

© Copyright 2017, Kevin Sheppard.

Created using Sphinx 5.0.2. and Material for Sphinx