Skip to main content

IV Models

Project description

ivmodels

ivmodels is a Python library for instrumental variable estimation. It implements

  • 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).

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

ivmodels-0.5.2.tar.gz (70.9 kB view hashes)

Uploaded Source

Built Distribution

ivmodels-0.5.2-py3-none-any.whl (49.4 kB view hashes)

Uploaded Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page