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statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm

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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