statsmodels.sandbox.regression.gmm.GMM.fitgmm
GMM.fitgmm(start, weights=None, optim_method='bfgs', optim_args=None) [source]
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