linearmodels.iv.results.IVModelComparison¶

class linearmodels.iv.results.IVModelComparison(results: Sequence[IVResults | IVGMMResults | OLSResults] | dict[str, IVResults | IVGMMResults | OLSResults], *, precision: str = 'tstats', stars: bool = False)[source]¶

Comparison of multiple models

Parameters:¶

results: Sequence[IVResults | IVGMMResults | OLSResults] | dict[str, IVResults | IVGMMResults | OLSResults]¶

Set of results to compare. If a dict, the keys will be used as model names.

precision: str = 'tstats'¶

Estimator precision estimator to include in the comparison output. Default is “tstats”.

stars: bool = False¶

Add stars based on the p-value of the coefficient where 1, 2 and 3-stars correspond to p-values of 10%, 5% and 1%, respectively.

Methods

Properties

cov_estimator	Covariance estimator descriptions
estimator_method	Estimation methods
f_statistic	F-statistics and P-values
nobs	Parameters for all models
params	Parameters for all models
pvalues	Parameter p-vals for all models
rsquared	Coefficients of determination (R**2)
rsquared_adj	Sample-size adjusted coefficients of determination (R**2)
std_errors	Parameter standard errors for all models
summary	Model estimation summary.
tstats	Parameter t-stats for all models