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statsmodels.sandbox.regression.gmm.IV2SLS.fit

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.

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