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Instrumental-variables data — Lodestar.Stats.Regression.Instrumental

The data types InstrumentalVariables takes and returns. They are compiled into Lodestar.Abstractions, as every public data type that carries no logic is (decision 0003), in their own namespace so that none of them borrows a name from ordinary least squares: the covariances here are linearmodels' four, not statsmodels' seven.

Types

Type	What it is
IvDesign	The response and the three blocks: exogenous, endogenous, instruments.
IvOptions	The covariance, its kernel and scaling, Fuller's α, GMM's weight and the intercept.
IvCovarianceType	Unadjusted, robust, kernel or clustered.
IvSummary	The table, R², the model test, the first stage and the overidentification test.
IvFirstStage	One endogenous regressor's first-stage diagnostics.

The tests they report are WaldTests and the kernels KernelTypes, both shared with the panel estimators in the common types.

See also

• Instrumental variables — the estimators.
• Python → C# equivalence.