Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
X7 are each of size [N x 2]. Hence the block X matrix has a size [(8xN) x (8x2)]=[8N x 16]. Z = np.zeros((N,2)) R1 = np.hstack((X_matrices[0], Z,Z,Z,Z,Z,Z,Z)) R2 = np.hstack((Z, X_matrices[1], Z,Z,Z,Z,Z,Z)) R3 = np.hstack((Z,Z, X_matrices[2], Z,Z,Z,Z,Z)) R4 = np.hstack((Z,Z,Z, X_matrices[3],