statsmodels.sandbox.regression.gmm.IVRegressionResults.conf_int
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IVRegressionResults.conf_int(alpha=0.05, cols=None)
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Returns the confidence interval of the fitted parameters.
Parameters: alpha : float, optional
The
alpha
level for the confidence interval. ie., The defaultalpha
= .05 returns a 95% confidence interval.cols : array-like, optional
cols
specifies which confidence intervals to returnNotes
The confidence interval is based on Student?s t-distribution.
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