panel_iv: 2 tools.
Inputs, limits and outputs are described in Fincept Panel. Full schemas:
fincept_describe_tool.Documentation Index
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Instrumental-variables regression for endogenous regressors: two-stage least squares, LIML and k-class (Fuller), GMM and continuously updated GMM with robust, HAC or clustered weighting, first-stage strength, over-identification (Sargan, Basmann, J) and endogeneity (Durbin, Wu-Hausman, C) tests, and side-by-side comparison of estimators.
panel_iv: 2 tools.
| Tool | What it does | Notes |
|---|---|---|
panel_iv_regression | Linear instrumental-variables regression of a dependent column on exogenous and endogenous regressors with excluded instruments. | |
panel_iv_compare | Fits several instrumental-variables estimators (and OLS, which treats the endogenous regressors as exogenous) on the same specification and lays them side by side: coefficients, standard errors, t statistics and p-values per estimator, with observations, R², adjusted R² and F per estimator. |
fincept_describe_tool.