Metadata-Version: 2.4
Name: ivmodels
Version: 0.5.3
Summary: IV Models
Author-email: Malte Londschien <malte@londschien.ch>
Project-URL: homepage, https://github.com/mlondschien/ivmodels/
Classifier: License :: OSI Approved :: BSD License
Classifier: Programming Language :: Python
Requires-Python: >=3.7
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: scikit-learn
Requires-Dist: glum
Requires-Dist: scipy
Dynamic: license-file

# 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).


