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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

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