What is IVGMMResults in the StatsModels library?
The following recipe explains what is IVGMMResults in StatsModels library
Recipe Objective - What is IVGMMResults in the StatsModels library?
IVGMMResults is a results class of IVGMM.
It belongs to the class statsmodels.sandbox.regression.gmm.IVGMMResults(args, *kwds).
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Table of Contents
Attributes:
bse
The standard errors of the parameter estimates.
bse_
standard error of the parameter estimates
fittedvalues
Fitted values
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
resid
Residuals
ssr
Sum of square errors
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
initialize(model, params, **kwargs)
Initialize (possibly re-initialize) a Results instance.
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
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