statsmodels.sandbox.regression.gmm.GMM.fititer¶
-
GMM.
fititer
(start, maxiter=2, start_invweights=None, weights_method='cov', wargs=(), optim_method='bfgs', optim_args=None)[source]¶ iterative estimation with updating of optimal weighting matrix
stopping criteria are maxiter or change in parameter estimate less than self.epsilon_iter, with default 1e-6.
- Parameters
- Returns