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@mlondschien mlondschien released this 27 Aug 07:54
· 3 commits to main since this release
0.5.0
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Learn about vigilant mode.

0.5.0 - 2024-08-27

New features:

  • The Wald test now supports robust covariance estimation.

  • New method length for ConfidenceSet.

Other changes:

  • One can now pass the tolerance parameter tol to the optimization algorithm in
    lagrange_multiplier_test and inverse_lagrange_multiplier_test via the kwargs.

  • KClass now raises if kappa >= 1 (as for the LIML and TSLS estimators) and the number of instruments is less than the number of
    endogenous regressors.

  • The Summary now only includes and prints the results of the J-statistic and (multivariate) F-test for instrument strength if this makes sense.

  • The docs have been updated and include examples.

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