vgreg/python-se

Examples for computing regression standard errors in Python with statsmodels

python-se

Examples for regression standard errors in Python with statsmodels

IMPORTANT: This repository is no longer maintained.

For time series data, I wrote a new blog post with examples using statsmodels: https://vincent.codes.finance/posts/timeseries-standard-errors/.

For panel data, I wrote a new blog post with examples using linearmodels: https://vincent.codes.finance/posts/panel-ols-standard-errors/.