estat
Run post-estimation diagnostic tests on fitted models to identify violations, assess model validity, and determine next actions.
Instructions
Unified post-estimation diagnostics dispatcher.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lags | No | Number of lags for the Breusch-Godfrey test. | |
| test | No | Name of the diagnostic test. One of ``'hettest'``, ``'white'``, ``'reset'``, ``'ovtest'``, ``'bgodfrey'``, ``'dwatson'``, ``'vif'``, ``'ic'``, ``'linktest'``, ``'normality'``, ``'leverage'``, ``'endogenous'``, ``'overid'``, ``'firststage'``, ``'all'``. | all |
| alpha | No | Significance level for interpretation strings. | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| powers | No | Highest power of y-hat for the RESET test. | |
| result | Yes | A fitted result object with ``params``, ``data_info``, etc. | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | No | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. | |
| print_results | No | If True, print a formatted table to stdout. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||