Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
Heteroskedasticity Consistent estimator. Next, we glance across to the right side of the panel where we see that the adjusted R-squared is 0.917 indicating that the model has been able to explain more than 91% of variance in y. That’s a pretty decent goodness-of-fit. The F-statistic is 1068 with a