*, cov_type: str = 'robust', debiased: bool = False, **cov_config: Any) OLSResults | IVResults

Estimate model parameters

cov_type: str = 'robust'

Name of covariance estimator to use. Supported covariance estimators are:

  • ”unadjusted”, “homoskedastic” - Classic homoskedastic inference

  • ”robust”, “heteroskedastic” - Heteroskedasticity robust inference

  • ”kernel” - Heteroskedasticity and autocorrelation robust inference

  • ”cluster” - One-way cluster dependent inference. Heteroskedasticity robust

debiased: bool = False

Flag indicating whether to debiased the covariance estimator using a degree of freedom adjustment.


Additional parameters to pass to covariance estimator. The list of optional parameters differ according to cov_type. See the documentation of the alternative covariance estimators for the complete list of available commands.


Results container

Return type:



Additional covariance parameters depend on specific covariance used. The see the docstring of specific covariance estimator for a list of supported options. Defaults are used if no covariance configuration is provided.