Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
summary information. For e.g. it tells us that it has used GLS as the estimator, the total number of data samples fed into the training were NM=1456 (=N x M = 182 per model x 8 models), the degrees of freedom (dof) of the model is 15 (= 16–1), and the dof of residuals is (NM — 16)=(1456–16)=1440: