linearmodels.panel.results.FamaMacBethResults.conf_int¶

FamaMacBethResults.conf_int(level: float = 0.95) → DataFrame¶

Confidence interval construction.

Parameters:¶

level: float = 0.95¶

Confidence level for interval. The default is 0.95.

Returns:¶

Confidence interval of the form [lower, upper] for each parameter.

Return type:¶

pandas.DataFrame

Notes

Uses a t(df_resid) if debiased is True, else normal.