statsmodels.regression.linear_model.RegressionResults.HC1_se¶
- RegressionResults.HC1_se¶
MacKinnon and White’s (1985) heteroskedasticity robust standard errors.
Notes
Defined as sqrt(diag(n/(n-p)*HC_0).
When HC1_se or cov_HC1 is called the RegressionResults instance will then have another attribute het_scale, which is in this case is n/(n-p)*resid**2.
Last update:
Oct 29, 2024