linearmodels.iv.results.FirstStageResults

class linearmodels.iv.results.FirstStageResults(dep: IVData, exog: IVData, endog: IVData, instr: IVData, weights: IVData, cov_type: str, cov_config: dict[str, Any])[source]

First stage estimation results and diagnostics

Methods

Properties

diagnostics

Post estimation diagnostics of first-stage fit

individual

Individual model results from first-stage regressions

summary

Model estimation summary.