Hello I would very much appreciate any help with the following query:
I am running a regression analysis in Python using statsmodels and wish to obtain the combined effect of a number of the explanatory variables in the model. I could simply sum the individual coefficients to obtain my effect estimate but this wouldn't work for the standard errors due to covariance. Is there a straightforward way in statsmodels to derive the linear combination of coefficients? Many thanks in advance. S
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