bashtage / linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
https://bashtage.github.io/linearmodels/
University of Illinois/NCSA Open Source License
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Typo in doc in Driscoll-Kraay formula #583

Open vgreg opened 9 months ago

vgreg commented 9 months ago

I could be mistaken, but I think there is a typo in the documentation related to the Driscoll-Kraay estimator. It should be \hat{\Gamma}_{i} instead of \hat{\Gamma}_{1}.

https://github.com/bashtage/linearmodels/blob/facba925afdae863cca385417d9abd9ded765e6b/doc/source/panel/mathematical-detail.txt#L238