linearmodels.iv.model._OLS.fit

_OLS.fit(*, cov_type='robust', debiased=False, **cov_config)

Estimate model parameters

Parameters:
cov_typestr

Name of covariance estimator to use. Supported covariance estimators are:

  • “unadjusted”, “homoskedastic” - Classic homoskedastic inference

  • “robust”, “heteroskedastic” - Heteroskedasticity robust inference

  • “kernel” - Heteroskedasticity and autocorrelation robust inference

  • “cluster” - One-way cluster dependent inference. Heteroskedasticity robust

debiasedbool

Flag indicating whether to debiased the covariance estimator using a degree of freedom adjustment.

**cov_config

Additional parameters to pass to covariance estimator. The list of optional parameters differ according to cov_type. See the documentation of the alternative covariance estimators for the complete list of available commands.

Returns:
IVResults

Results container

Notes

Additional covariance parameters depend on specific covariance used. The see the docstring of specific covariance estimator for a list of supported options. Defaults are used if no covariance configuration is provided.

Return type:

OLSResults | IVResults