Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
of errors will be a square matrix of size [MN x MN]. Each element of Ω is the correlation between e_ti — the error corresponding to the t-th data sample fed into the i-th equation in the system, and e_sj — the error corresponding to the s-th data sample fed into the j-th equation in the system.