statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm¶
-
LinearIVGMM.fitgmm(start, weights=
None
, optim_method=None
, **kwds)[source]¶ estimate parameters using GMM for linear model
Uses closed form expression instead of nonlinear optimizers
- Parameters:¶
- start
not
used
starting values for minimization, not used, only for consistency of method signature
- weights
ndarray
weighting matrix for moment conditions. If weights is None, then the identity matrix is used
- optim_method
not
used, optimization method, not used, only for consistency of method signature
- **kwds
keyword
arguments
not used, will be silently ignored (for compatibility with generic)
- start
- Returns:¶
- paramest
ndarray
estimated parameters
- paramest
Last update:
Oct 29, 2024