statsmodels.sandbox.regression.gmm.NonlinearIVGMM.fitgmm
-
NonlinearIVGMM.fitgmm(start, weights=None, optim_method='bfgs', optim_args=None)
-
estimate parameters using GMM
Parameters: start : array_like
starting values for minimization
weights : array
weighting matrix for moment conditions. If weights is None, then the identity matrix is used
Returns: paramest : array
estimated parameters
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin
Please login to continue.