What is IVRegressionResults in the StatsModels library?

Recipe Objective - What is IVRegressionResults in the StatsModels library?

IVRegressionResults is a results class for for an OLS model.

It belongs to the class statsmodels.sandbox.regression.gmm.IVRegressionResults(model, params, normalized_cov_params=None, scale=1.0, cov_type='nonrobust', cov_kwds=None, use_t=None, **kwargs)

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Methods:

compare_f_test(restricted)
Use F test to test whether restricted model is correct.

compare_lm_test(restricted[, demean, use_lr])
Use Lagrange Multiplier test to test a set of linear restrictions.

compare_lr_test(restricted[, large_sample])
Likelihood ratio test to test whether restricted model is correct.

load(fname)
Load a pickled results instance

normalized_cov_params()
See specific model class docstring

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

remove_data()
Remove data arrays, all nobs arrays from result and model.

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

scale()
A scale factor for the covariance matrix.

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