Login Register

IVGMMResults.get_bse()

statsmodels.sandbox.regression.gmm.IVGMMResults.get_bse

IVGMMResults.get_bse(**kwds)

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.IVGMMResults.get_bse.html

doc_statsmodels

2017-01-18 16:11:00

Comments

Leave a Comment

Please login to continue.

Popular Articles

GMMResults.get_bse() statsmodels.sandbox.regression.gmm.GMMResults.get_bse GMMResults.get_bse(**kwds) [source] standard error of the parameter estimates with options P

IVGMMResults.summary() statsmodels.sandbox.regression.gmm.IVGMMResults.summary IVGMMResults.summary(yname=None, xname=None, title=None, alpha=0.05) Summarize the Regress

IVGMMResults.initialize() statsmodels.sandbox.regression.gmm.IVGMMResults.initialize IVGMMResults.initialize(model, params, **kwd)

IVGMMResults.load() statsmodels.sandbox.regression.gmm.IVGMMResults.load classmethod IVGMMResults.load(fname) load a pickle, (class method) Parameters: fname : strin

IVGMMResults.jtest() statsmodels.sandbox.regression.gmm.IVGMMResults.jtest IVGMMResults.jtest() overidentification test I guess this is missing a division by nobs, wha