# linearmodels.iv.results.IVResults.basmann_f¶

property IVResults.basmann_f: InvalidTestStatistic | WaldTestStatistic[source]

Basmann’s F test of overidentifying restrictions

Returns:
WaldTestStatistic

Object containing test statistic, p-value, distribution and null

Notes

Basmann’s F test examines whether the value of $$\kappa$$ computed for the LIML estimator is sufficiently close to one to indicate the model is not overidentified. The test statistic is

$\hat{\kappa} (n -n_{instr})/q \sim F_{q, n - n_{instr}}$

where $$q = n_{instr} - n_{endog}$$.