Initial addition of heteroskedasticity robust LM and LR tests.
* Initial addition of heteroskedasticity robust LM and LR tests.
* Additional Clean up
Merged in robust covariance changes
Bug fixes for lr test
fixed typo
Added test that check whether OLS, GLS and WLS produce the same results when the weight matrix or sigma are diagonal with the same values
Added basic tests for LM
LM test now handles robust covariance
Fixed loglikelihood in WLS
Lots of Typo fixed in docstrings
PEP8 fixes
Added _is_nested method to detect nested models
ENH: Added method _has_constant which can correctly detect an implicit constant
Removed files accidentally committed
ENH: Added basic tests for compare_lm_test
BUG: Fixed bug in test for OLS/GLS/WLS equivalence
FIX: Revert changes made to main
ENH: Normalization of weights in WLS and loglike correction
ENH: Added cov_type for all models
Made tests tougher
Fix errors created in merge