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.

• cols (array_like, optional) – Columns to include in returned confidence intervals.

Returns:

The confidence intervals.

Return type:

array_like

Notes

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