statsmodels.sandbox.regression.gmm.IV2SLS.fit

IV2SLS.fit()[source]

estimate model using 2SLS IV regression

Returns:
resultsinstance of RegressionResults

regression result

Notes

This returns a generic RegressioResults instance as defined for the linear models.

Parameter estimates and covariance are correct, but other results have not been tested yet, to see whether they apply without changes.


Last update: Jun 14, 2024