linearmodels.iv.results.IVGMMResults.conf_int¶

IVGMMResults.conf_int(level=0.95)¶

Confidence interval construction

Parameters:¶

level : float¶

Confidence level for interval

Returns:¶

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

Return type:¶

DataFrame

Notes

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