cluster robust covariance matrix for two groups/clusters
Parameters : | results : result instance
use_correction : bool
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Returns : | cov_both : ndarray, (k_vars, k_vars)
cov_0 : ndarray, (k_vars, k_vars)
cov_1 : ndarray, (k_vars, k_vars)
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Notes
verified against Peterson’s table, (4 decimal print precision)