linearmodels.system.results.GMMSystemResults.conf_int

GMMSystemResults.conf_int(level: float = 0.95) DataFrame

Confidence interval construction

Parameters:
level: float = 0.95

Confidence level for interval

Returns:

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

Return type:

pandas.DataFrame

Notes

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