ivmodels 0.4.0

0.4.0 - 2024-08-08

New features:

• New test j_test of the overidentifying restrictions.

• The tests inverse_lagrange_multiplier_test and inverse_conditional_likelihood_ratio_test now possibly return unions of intervals, instead of one large conservative interval.

Bug fixes:

• Fixed bug in KClass.fit when C is not None and M_{[Z, C]} X is not full rank.

• Fixed bug ininverse_conditional_likelihood_ratio_test when k == mw + mx and C is not None.

• Fixed bug in utils._characteristic_roots if b == np.array([[0]]). This now correctly returns np.inf.

Other changes:

• The Summary now additionally reports the LIML variant of the J-statistic.