'See statsmodels.RegressionResults'

@cache_readonly
def cov_HC3(self):

    h = np.diag(chain_dot(self.model.wexog, self.normalized_cov_params, self.model.wexog.T))
    self.het_scale = ((self.wresid / (1 - h)) ** 2)
    cov_HC3 = self._HCCM(self.het_scale)
    return cov_HC3
