statsmodels.stats.sandwich_covariance.cov_cluster_2groups(results, group, group2=None, use_correction=True)
[source]
cluster robust covariance matrix for two groups/clusters
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verified against Peterson’s table, (4 decimal print precision)
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.sandwich_covariance.cov_cluster_2groups.html