linearmodels.iv.results.IVResults¶

class linearmodels.iv.results.IVResults(results: dict[str, Any], model: _IVLSModelBase)[source]¶

Results from IV estimation

Parameters:¶

results: dict[str, Any]¶

A dictionary of results from the model estimation.

model: _IVLSModelBase¶

The model used to estimate parameters.

Methods

conf_int([level])	Confidence interval construction
durbin([variables])	Durbin's test of exogeneity
predict([exog, endog, data, fitted, ...])	In- and out-of-sample predictions
wald_test([restriction, value, formula])	Test linear equality constraints using a Wald test
wu_hausman([variables])	Wu-Hausman test of exogeneity

Properties

anderson_rubin	Anderson-Rubin test of overidentifying restrictions
basmann	Basmann's test of overidentifying restrictions
basmann_f	Basmann's F test of overidentifying restrictions
cov	Estimated covariance of parameters
cov_config	Parameter values from covariance estimator
cov_estimator	Type of covariance estimator used to compute covariance
cov_type	Covariance estimator used
debiased	Flag indicating whether covariance uses a small-sample adjustment
df_model	Model degree of freedom
df_resid	Residual degree of freedom
f_statistic	Model F-statistic
first_stage	First stage regression results
fitted_values	Fitted values
has_constant	Flag indicating the model includes a constant or equivalent
idiosyncratic	Idiosyncratic error
kappa	k-class estimator value
method	Method used to estimate model parameters
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 (R**2)
rsquared_adj	Sample-size adjusted coefficient of determination (R**2)
s2	Residual variance estimator
sargan	Sargan test of overidentifying restrictions
std_errors	Estimated parameter standard errors
summary	Model estimation summary.
total_ss	Total sum of squares
tstats	Parameter t-statistics
wooldridge_overid	Wooldridge's score test of overidentification
wooldridge_regression	Wooldridge's regression test of exogeneity
wooldridge_score	Wooldridge's score test of exogeneity
wresids	Weighted estimated residuals