statsmodels.sandbox.regression.gmm.IVRegressionResults.conf_int¶

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

Compute the confidence interval of the fitted parameters.

Parameters:¶

alphafloat, 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.

Returns:¶

array_like

The confidence intervals.

Notes

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