GMM Estimation: {{ estimator_type }}

Model Specification

{% if weighting_matrix %} {% endif %} {% if iterations %} {% endif %}
Estimator: {{ estimator_type }}
Number of observations: {{ n_obs }}
Number of moment conditions: {{ n_moments }}
Number of parameters: {{ n_params }}
Weighting matrix: {{ weighting_matrix }}
Iterations: {{ iterations }}

Parameter Estimates

{% for param in parameters %} {% endfor %}
Parameter Estimate Std. Error t-stat p-value
{{ param.name }} {{ param.estimate|number_format }} {{ param.std_error|number_format }} {{ param.t_stat|number_format }} {{ param.p_value|pvalue_format }}{{ param.p_value|significance_stars }}

Specification Tests

{% if j_test %} {% endif %} {% for test in additional_tests %} {% endfor %}
Test Statistic p-value Result
J-test (Overidentification) {{ j_test.statistic|number_format }} {{ j_test.p_value|pvalue_format }} {% if j_test.p_value > 0.05 %} Valid {% else %} Rejected {% endif %}
{{ test.name }} {{ test.statistic|number_format }} {{ test.p_value|pvalue_format }} {% if test.reject %} Rejected {% else %} Valid {% endif %}
{% if objective_value %}

Optimization

Objective function value: {{ objective_value|number_format(6) }}

{% if convergence_message %}

Convergence: {{ convergence_message }}

{% endif %}
{% endif %}