statsmodels.sandbox.regression.gmm.IVGMM.fitgmm¶
-
IVGMM.fitgmm(start, weights=
None
, optim_method='bfgs'
, optim_args=None
)¶ estimate parameters using GMM
- Parameters:¶
- startarray_like
starting values for minimization
- weights
ndarray
weighting matrix for moment conditions. If weights is None, then the identity matrix is used
- Returns:¶
- paramest
ndarray
estimated parameters
- paramest
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin
Last update:
Oct 29, 2024