# Ceteris Lab downloadable Python script
# Course: Fundamentals of Python for Financial Econometrics

import numpy as np, statsmodels.api as sm
rng=np.random.default_rng(21)
x=np.linspace(0,10,300)
y=2+.8*x+rng.normal(0,.3+.35*x,300)
ols=sm.OLS(y,sm.add_constant(x)).fit()
robust=ols.get_robustcov_results(cov_type='HC3')
print('classical SE',ols.bse[1],'HC3 SE',robust.bse[1])