IVRegressionResults.conf_int()

statsmodels.sandbox.regression.gmm.IVRegressionResults.conf_int

IVRegressionResults.conf_int(alpha=0.05, cols=None)

Returns the confidence interval of the fitted parameters.

Parameters:

alpha : float, optional

The alpha level for the confidence interval. ie., The default alpha = .05 returns a 95% confidence interval.

cols : array-like, optional

cols specifies which confidence intervals to return

Notes

The confidence interval is based on Student?s t-distribution.

doc_statsmodels
2017-01-18 16:11:05
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