class statsmodels.sandbox.sysreg.Sem2SLS(sys, indep_endog=None, instruments=None)
[source]
Two-Stage Least Squares for Simultaneous equations
Parameters: |
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This is unfinished, and the design should be refactored. Estimation is done by brute force and there is no exploitation of the structure of the system.
fit () | |
whiten (Y) | Runs the first stage of the 2SLS. |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.sysreg.Sem2SLS.html