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statsmodels.sandbox.regression.gmm.GMMResults.jtest

GMMResults.jtest() [source]

overidentification test

I guess this is missing a division by nobs, what’s the normalization in jval ?

© 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.regression.gmm.GMMResults.jtest.html