statsmodels.stats.contrast.ContrastResults.conf_int

ContrastResults.conf_int(alpha=0.05)

Returns the confidence interval of the value, effect of the constraint.

This is currently only available for t and z tests.

Parameters:

alpha : float, optional

The significance level for the confidence interval. ie., The default alpha = .05 returns a 95% confidence interval.

Returns:

ci : ndarray, (k_constraints, 2)

The array has the lower and the upper limit of the confidence interval in the columns.