linearmodels.iv.model.IVLIML.fit¶
- IVLIML.fit(*, cov_type='robust', debiased=False, **cov_config)¶
Estimate model parameters
- Parameters
- cov_type
str
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
- debiasedbool
Flag indicating whether to debiased the covariance estimator using a degree of freedom adjustment.
- **cov_config
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.
- cov_type
- Returns
IVResults
Results container
See also
Notes
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.
- Return type