code: def test_ols_sigma():
      if debug_mode:
          if "Sigma_u" not in to_test:
              return
          print("\n\nSIGMA_U", end="")
      for ds in datasets:
          for dt in dt_s_list:
              if debug_mode:
                  print("\n" + dt_s_tup_to_string(dt) + ": ", end="")
  
              err_msg = build_err_msg(ds, dt, "Sigma_u")
              obtained = results_sm[ds][dt].sigma_u
              desired = results_ref[ds][dt]["est"]["Sigma_u"]
              assert_allclose(
                  obtained, desired, rtol, atol, False, err_msg
              )
  
imports: import numpy
  from numpy.testing import assert_, assert_allclose, assert_raises
  import statsmodels.datasets.macrodata.data
  from statsmodels.tsa.vector_ar.tests.JMulTi_results.parse_jmulti_vecm_output import sublists
  from statsmodels.tsa.vector_ar.var_model import VAR
  from .JMulTi_results.parse_jmulti_var_output import dt_s_tup_to_string, load_results_jmulti
label_desc: Use image node_id 9 for calling a global function with example usage: test_ols_sigma() without return types