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