statsmodels.sandbox.regression.gmm.GMMResults¶
-
class
statsmodels.sandbox.regression.gmm.
GMMResults
(*args, **kwds)[source]¶ just a storage class right now
Methods
calc_cov_params
(moms, gradmoms[, weights, ...])calculate covariance of parameter estimates compare_j
(other)overidentification test for comparing two nested gmm estimates cov_params
(**kwds)get_bse
(**kwds)standard error of the parameter estimates with options jtest
()overidentification test jval
()q
()summary
([yname, xname, title, alpha])Summarize the Regression Results Attributes
bse
standard error of the parameter estimates use_t