nnpiv.tsls.regtsls
- class nnpiv.tsls.regtsls(cv=2, n_alphas=50)[source]
Regularized two-stage least squares estimator using Elastic Net.
This class implements the regularized TSLS estimator using Elastic Net regression.
- Parameters
cv (int) – Number of folds for cross-validation.
n_alphas (int) – Number of alpha-scale candidates when alpha_scales=’auto’.