linearmodels.shared.covariance.group_debias_coefficient

group_debias_coefficient(clusters)[source]

Compute the group debiasing scale.

Parameters
clustersndarray

One-dimensional array containing cluster group membership.

Returns
float

The scale to debias.

Notes

The debiasing coefficient is defined

\[`\frac{g}{g-1}\frac{n-1}{n}`\]

where g is the number of groups and n is the sample size.

Return type

float