class for instrumental variables estimation using Two-Stage Least-Squares
Parameters : | endog: array 1d :
exog : array
instruments : array
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Notes
All variables in exog are instrumented in the calculations. If variables in exog are not supposed to be instrumented out, then these variables need also to be included in the instrument array.
Methods
fit() | estimate model using 2SLS IV regression |
hessian(params) | The Hessian matrix of the model |
information(params) | Fisher information matrix of model |
initialize() | |
loglike(params) | Log-likelihood of model. |
predict(exog[, params]) | Return linear predicted values from a design matrix. |
score(params) | Score vector of model. |
spec_hausman([dof]) | Hausman’s specification test .. |
whiten(X) |