statsmodels.sandbox.regression.gmm.IV2SLS.fit

IV2SLS.fit()[source]

estimate model using 2SLS IV regression

Returns

results – regression result

Return type

instance of RegressionResults

Notes

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

Parameter estimates and covariance are correct, but other results haven’t been tested yet, to seee whether they apply without changes.