Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
contains the N=182 residuals corresponding to the 182 data samples fed into the corresponding linear model. Using the convention used in Greene [2018], we’ll denote this residual errors DataFrame by the letter E. We’ll use E to calculate the [M x M] size (in our case, [8 x 8] size) matrix S. It’s