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* Add card example. * Add example. * add angrist1991. * Add angrist1991does to index. * Add acemoglu2001origins. * Update docs. * link acemoglu example. * Get rid of examples.rst. * Rename. * Fix outputs.
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# IV Models | ||
# ivmodels | ||
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ivmodels is a Python library for instrumental variable estimation. | ||
It implements | ||
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- K-Class estimators, including the Limited Information Maximum Likelihood (LIML) estimator and the Two-Stage Least Squares (TSLS) estimator. | ||
- Tests and confidence sets for the parameters of the model, including the Anderson-Rubin test, the the Lagrange multiplier test, the (conditional) likelihood-ratio test, and the Wald test. | ||
- Auxiliary tests such as Anderson's (1951) test of reduced rank (a multivariate extension to the first-stage F-test) and the J-statistic (including its LIML variant). | ||
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html | ||
doctrees |
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API | ||
=== | ||
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Estimators | ||
---------- | ||
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.. autoclass:: ivmodels.KClass | ||
:members: fit | ||
:noindex: | ||
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.. autoclass:: ivmodels.models.AnchorRegression | ||
:members: fit | ||
:noindex: | ||
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.. autoclass:: ivmodels.models.PULSE | ||
:members: fit | ||
:noindex: | ||
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.. autoclass:: ivmodels.models.SpaceIV | ||
:members: fit | ||
:noindex: | ||
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Tests | ||
----- | ||
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.. automodule:: ivmodels.tests | ||
:members: | ||
:noindex: | ||
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Summary | ||
------- | ||
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.. autoclass:: ivmodels.summary.Summary | ||
:members: | ||
:noindex: | ||
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.. autoclass:: ivmodels.summary.CoefficientTable | ||
:members: | ||
:noindex: | ||
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ConfidenceSet | ||
------------- | ||
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.. autoclass:: ivmodels.confidence_set.ConfidenceSet | ||
:members: | ||
:noindex: | ||
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Quadric | ||
------- | ||
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.. autoclass:: ivmodels.quadric.Quadric | ||
:members: | ||
:noindex: | ||
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Bibliography | ||
------------ | ||
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.. bibliography:: |
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.. include:: ../CHANGELOG.rst |
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