statsmodels.sandbox.regression.gmm.GMMResults

class statsmodels.sandbox.regression.gmm.GMMResults(*args, **kwds)

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