What is GMMResults in the StatsModels library?

The following recipe explains what is GMMResults in StatsModels

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Recipe Objective - What is GMMResults in the StatsModels library?

GMMResults is just a storage class right now.
It belongs to the class statsmodels.sandbox.regression.gmm.GMMResults

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Table of Contents

Attributes:

bse
The standard errors of the parameter estimates.

bse_
standard error of the parameter estimates

jval
nobs_moms attached by momcond_mean

llf
Log-likelihood of model

pvalues
The two-tailed p values for the t-stats of the params.

q
Objective function at params

tvalues
Return the t-statistic for a given parameter estimate.

Methods:

calc_cov_params(moms, gradmoms[, weights, ...])
calculate covariance of parameter estimates

compare_j(other)
overidentification test for comparing two nested gmm estimates

f_test(r_matrix[, cov_p, invcov])
Compute the F-test for a joint linear hypothesis.

jtest()
overidentification test

load(fname)
Load a pickled results instance

predict([exog, transform])
Call self.model.predict with self.params as the first argument.

save(fname[, remove_data])
Save a pickle of this instance.

summary([yname, xname, title, alpha])
Summarize the Regression Results

t_test(r_matrix[, cov_p, use_t])
Compute a t-test for a each linear hypothesis of the form Rb = q.

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