Wednesday, 15 February 2023

Custom Standard Errors with Statsmodels / Stargazer

I am running a series of OLS regressions in Python, where I am using standard errors that I calculate using a custom function. My function is relatively simple (it just largely relies on numpy).

I am now exporting my regression results into tables, and plan on using the stargazer package (linked here). However, stargazer relies on regression results being calculated via the statsmodels package.

I am having trouble incorporating my custom standard errors into statsmodels, and hence cannot export using stargazer. Is there a way to do this easily?

I have tried looking if there is a way to overwrite default standard errors in statsmodels, but have not been successful.



from Custom Standard Errors with Statsmodels / Stargazer

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