statsmodels.sandbox.regression.gmm.LinearIVGMM.gmmobjective_cu

LinearIVGMM.gmmobjective_cu(params, weights_method='cov', wargs=())

objective function for continuously updating GMM minimization

Parameters:
paramsndarray

parameter values at which objective is evaluated

Returns:
jvalfloat

value of objective function


Last update: Dec 16, 2024