statsmodels.sandbox.regression.gmm.IVRegressionResults.conf_int¶
- IVRegressionResults.conf_int(alpha=0.05, cols=None)¶
Compute the confidence interval of the fitted parameters.
- Parameters:
- alpha
float,optional The alpha level for the confidence interval. The default alpha = .05 returns a 95% confidence interval.
- colsarray_like,
optional Columns to include in returned confidence intervals.
- alpha
- Returns:
- array_like
The confidence intervals.
Notes
The confidence interval is based on Student’s t-distribution.