ValueError: endog and exog matrices are different sizes

This error usually occurs when the number of rows in the endogenous variable (y) is not equal to the number of rows in the exogenous variables (X). In other words, the data sets you're using to fit the model have different lengths.

To fix this error, you need to make sure that both the endogenous and exogenous variables have the same number of rows. Here are some common reasons why the matrices might have different sizes:

1. Missing values: If there are missing values in your data, this could cause the matrices to have different sizes. You can try dropping the missing values or imputing them before fitting the model.

2. Mismatched index: If you're using pandas data frames, make sure that the index of the endogenous variable matches the index of the exogenous variables. If they don't match, you can reindex the data frames or merge them on a common column.

3. Incorrect data set: Make sure that you're using the correct data set for both the endogenous and exogenous variables. If you're using different data sets, they might have different lengths.

Once you've identified the source of the problem, you can take steps to fix it and try fitting the model again.