linearmodels.iv.results.IVResults.f_statistic¶
- property IVResults.f_statistic : WaldTestStatistic¶
Model F-statistic
Notes
Despite name, always implemented using a quadratic-form test based on estimated parameter covariance. Default is to use a chi2 distribution to compute p-values. If
debiased
is True, divides statistic by number of parameters tested and uses an F-distribution.This version of the F-statistic directly uses the model covariance estimator and so is robust against the same specification issues.