Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
We’ll now build the stacked X and y matrices. In the context of our 8-equation system, the stacked X has the following block structure: #X = [X0 Z Z Z Z Z Z Z # Z X1 Z Z Z Z Z Z # Z Z X2 Z Z Z Z Z # Z Z Z X3 Z Z Z Z # Z Z Z Z X4 Z Z Z # Z Z Z Z Z X5 Z Z # Z Z Z Z Z Z X6 Z # Z Z Z Z Z Z Z X7] X0