On Tue, Feb 5, 2013 at 12:37 PM, Josef Perktold
<notifications@github.com> wrote:
>
> In statsmodels/regression/linear_model.py:
>
> >          cholsigmainv = np.linalg.cholesky(np.linalg.pinv(sigma)).T
> >
> > -    if sigma.shape != (nobs, nobs):
>
> this removes the check in the previous case, when sigma is 1-D
> that case needs now also len(sigma) != nobs check
>
> Thank you for your first PR
>
> —

Fixed in my most recent commit.