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: May 14, 2024