statsmodels.sandbox.regression.gmm.IVRegressionResults.conf_int

IVRegressionResults.conf_int(alpha=0.05, cols=None)

Returns the confidence interval of the fitted parameters.

Parameters:

• alpha (float, optional) – The alpha level for the confidence interval. ie., The default alpha = .05 returns a 95% confidence interval.
• cols (array-like, optional) – cols specifies which confidence intervals to return

Notes

The confidence interval is based on Student’s t-distribution.