statsmodels.sandbox.regression.gmm.NonlinearIVGMM.gmmobjective

NonlinearIVGMM.gmmobjective(params, weights)

objective function for GMM minimization

Parameters:
paramsndarray

parameter values at which objective is evaluated

weightsndarray

weighting matrix

Returns:
jvalfloat

value of objective function


Last update: Mar 18, 2024