linearmodels.system.gmm.KernelWeightMatrix.sigma¶ KernelWeightMatrix.sigma(eps: ndarray[Any, dtype[float64]], x: Sequence[ndarray[Any, dtype[float64]]]) → ndarray[Any, dtype[float64]]¶ Estimate residual covariance. Parameters:¶ eps: ndarray[Any, dtype[float64]]¶The residuals from the system of equations. x: Sequence[ndarray[Any, dtype[float64]]]¶A list of the regressor matrices for each equation in the system. Returns:¶ The estimated covariance matrix of the residuals. Return type:¶ numpy.ndarray