linearmodels.system.results.SystemResults¶

class linearmodels.system.results.SystemResults(results: AttrDict)[source]¶

Results from Seemingly Unrelated Regression Estimators

Parameters:¶

results: AttrDict¶

Dictionary of model estimation results

Methods

breusch_pagan()	Breusch-Pagan LM test for no cross-correlation
conf_int([level])	Confidence interval construction
likelihood_ratio()	Likelihood ratio test of no cross-correlation
predict([equations, data, fitted, ...])	In- and out-of-sample predictions

Properties

cov	Estimated covariance of parameters
cov_config	Configuration of covariance estimator used to compute covariance
cov_estimator	Type of covariance estimator used to compute covariance
debiased	Flag indicating whether covariance uses a small-sample adjustment
df_model	Model degree of freedom
df_resid	Residual degree of freedom
equation_labels	Individual equation labels
equations	Individual equation results
fitted_values	Fitted values
iterations	Number of iterations of the GLS executed
method	Estimation method
model	Model used in estimation
model_ss	Residual sum of squares
nobs	Number of observations
params	Estimated parameters
pvalues	Parameter p-vals.
resid_ss	Residual sum of squares
resids	Estimated residuals
rsquared	Coefficient of determination (R2)
sigma	Estimated residual covariance
std_errors	Estimated parameter standard errors
summary	Model estimation summary.
system_rsquared	Alternative measure of system fit
total_ss	Total sum of squares
tstats	Parameter t-statistics
wresids	Weighted estimated residuals