'See statsmodels.RegressionResults'

@cache_readonly
def cov_HC2(self):

    h = np.diag(chain_dot(self.model.wexog, self.normalized_cov_params, self.model.wexog.T))
    self.het_scale = ((self.wresid ** 2) / (1 - h))
    cov_HC2 = self._HCCM(self.het_scale)
    return cov_HC2
