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linearmodels 6.1
linearmodels.iv.results.IVResults.params
Initializing search
linearmodels
linearmodels 6.1
linearmodels
Instrumental Variable Estimation
Instrumental Variable Estimation
Introduction
Basic Examples
Further Examples
Using formulas to specify models
Absorbing Regression
Module Reference
Module Reference
Instrumental Variable Estimation
Absorbing Least Squares
Estimation Results
Estimation Results
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iv.
results.
IVResults
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results.
IVResults
C
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IVResults
C
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IVResults
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IVResults.
conf_
int
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results.
IVResults.
durbin
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IVResults.
predict
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wald_
test
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IVResults.
wu_
hausman
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IVResults.
anderson_
rubin
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results.
IVResults.
basmann
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results.
IVResults.
basmann_
f
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IVResults.
cov
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IVResults.
cov_
config
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IVResults.
cov_
estimator
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cov_
type
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debiased
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df_
model
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df_
resid
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f_
statistic
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first_
stage
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fitted_
values
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has_
constant
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idiosyncratic
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kappa
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method
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model_
ss
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nobs
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params
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params
Contents
P
IVResults.
params
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results.
IVResults.
pvalues
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results.
IVResults.
resid_
ss
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resids
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rsquared
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rsquared_
adj
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s2
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sargan
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std_
errors
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IVResults.
summary
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total_
ss
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tstats
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wooldridge_
overid
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IVResults.
wooldridge_
regression
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IVResults.
wooldridge_
score
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IVResults.
wresids
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IVGMMResults
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OLSResults
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IVModel
Comparison
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First
Stage
Results
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compare
Instrumental Variable Covariance Estimation
GMM Weight and Covariance Estimation
IV Data Structures
Formulas and Mathematical Detail
Panel Data Model Estimation
Linear Factor Models for Asset Pricing
System Regression Models
Utilities
Compatibility
Type Aliases
Module Plans
Contributing
Change Log
References
Contents
P
IVResults.
params
linearmodels.iv.results.IVResults.params
¶
property
IVResults.
params
:
Series
¶
Estimated parameters