statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm
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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 : array
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)
Returns: paramest : array
estimated parameters
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