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IVGMMResults.jtest()

statsmodels.sandbox.regression.gmm.IVGMMResults.jtest

IVGMMResults.jtest()

overidentification test

I guess this is missing a division by nobs, what?s the normalization in jval ?

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.regression.gmm.IVGMMResults.jtest.html

doc_statsmodels

2025-01-10 15:47:30

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