linearmodels.system.results.GMMSystemResults.conf_int

GMMSystemResults.conf_int(level=0.95)

Confidence interval construction

Parameters:
levelfloat

Confidence level for interval

Returns:
DataFrame

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

Notes

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

Return type:

DataFrame