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GMMResults.get_bse()

statsmodels.sandbox.regression.gmm.GMMResults.get_bse

GMMResults.get_bse(**kwds) [source]

standard error of the parameter estimates with options

Parameters:

kwds : optional keywords

options for calculating cov_params

Returns:

bse : ndarray

estimated standard error of parameter estimates

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.regression.gmm.GMMResults.get_bse.html

doc_statsmodels

2017-01-18 16:10:02

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