56d1ce1c8a9e498a419cc25033b6dac4a6f3c673,panel/iv/model.py,IVLIML,fit,#IVLIML#Any#,223

Before Change

        cov_estimator = COVARIANCE_ESTIMATORS[cov_type]
        cov_estimator = cov_estimator(x, y, z, params, **cov_config)
        cov = cov_estimator.cov
        s2, debiased = cov_estimator.s2, cov_estimator.debiased
        cov_config = cov_estimator.config

        eps = self.resids(params)
        mu = self.endog.mean() if self.has_constant else 0
        residual_ss = (eps.T @ eps)
        model_ss = ((y - mu).T @ (y - mu))
        r2 = 1 - residual_ss / model_ss
        fstat = self._f_statistic(params, cov, cov_config)

        return IVResults(params, cov, r2, cov_type, residual_ss, model_ss,
                         s2, debiased, fstat, self, kappa=kappa)

After Change

        cov_estimator = cov_estimator(x, y, z, params, **cov_config)

        pe = self._post_estimation(params, cov_estimator)
        eps, cov, s2, debiased, residual_ss, model_ss, r2, fstat = pe

        return IVResults(params, cov, r2, cov_type, residual_ss, model_ss,
                         s2, debiased, fstat, self, kappa=kappa)

Instances