statsmodels.sandbox.regression.gmm.IV2SLS.fitΒΆ

IV2SLS.fit()[source]ΒΆ

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.