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linearmodels 6.1
linearmodels.system.gmm.HeteroskedasticWeightMatrix.config
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          • linearmodels.system.gmm.HomoskedasticWeightMatrix
          • linearmodels.system.gmm.HeteroskedasticWeightMatrix
            • Clinearmodels.system.gmm.HeteroskedasticWeightMatrix
              • linearmodels.system.gmm.HeteroskedasticWeightMatrix.sigma
              • linearmodels.system.gmm.HeteroskedasticWeightMatrix.weight_matrix
              • linearmodels.system.gmm.HeteroskedasticWeightMatrix.config
                • PHeteroskedasticWeightMatrix.config
                  • Returns
                  • Return type
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    • PHeteroskedasticWeightMatrix.config
      • Returns
      • Return type

    linearmodels.system.gmm.HeteroskedasticWeightMatrix.config¶

    property HeteroskedasticWeightMatrix.config : linearmodels.shared.utility.AttrDict¶

    Weight estimator configuration

    Returns:¶

    Dictionary containing weight estimator configuration information

    Return type:¶

    linearmodels.shared.utility.AttrDict

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