statsmodels.sandbox.regression.gmm.IV2SLS.fit¶
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IV2SLS.
fit
()[source]¶ estimate model using 2SLS IV regression
Returns: results : instance of RegressionResults
regression result
Notes
This returns a generic RegressioResults instance as defined for the linear models.
Parameter estimates and covariance are correct, but other results haven’t been tested yet, to seee whether they apply without changes.