Login Register

IVGMM.gmmobjective()

statsmodels.sandbox.regression.gmm.IVGMM.gmmobjective

IVGMM.gmmobjective(params, weights)

objective function for GMM minimization

Parameters:

params : array

parameter values at which objective is evaluated

weights : array

weighting matrix

Returns:

jval : float

value of objective function

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.regression.gmm.IVGMM.gmmobjective.html

doc_statsmodels

2017-01-18 16:10:55

Comments

Leave a Comment

Please login to continue.

Popular Articles

IVGMM.gmmobjective_cu() statsmodels.sandbox.regression.gmm.IVGMM.gmmobjective_cu IVGMM.gmmobjective_cu(params, weights_method='cov', wargs=()) objective function for cont

LinearIVGMM.gmmobjective() statsmodels.sandbox.regression.gmm.LinearIVGMM.gmmobjective LinearIVGMM.gmmobjective(params, weights) objective function for GMM minimization Para

GMM.gmmobjective() statsmodels.sandbox.regression.gmm.GMM.gmmobjective GMM.gmmobjective(params, weights) [source] objective function for GMM minimization Parameters:

IVGMM.fitstart() statsmodels.sandbox.regression.gmm.IVGMM.fitstart IVGMM.fitstart() [source]

IVGMM.fit() statsmodels.sandbox.regression.gmm.IVGMM.fit IVGMM.fit(start_params=None, maxiter=10, inv_weights=None, weights_method='cov', wargs=(), has_optimal_