HC3
Also written: cov_type
A widely recommended kind of robust standard error, requested with `.fit(cov_type="HC3")`. Coefficients stay the same, but standard errors, p-values and intervals change.
Also written: cov_type
A widely recommended kind of robust standard error, requested with `.fit(cov_type="HC3")`. Coefficients stay the same, but standard errors, p-values and intervals change.