statsmodels.sandbox.regression.gmm.IVGMM.fitgmm_cu

IVGMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None)

estimate parameters using continuously updating GMM

Parameters:

startarray_like

starting values for minimization

optim_methodstr, default is ‘bfgs’

numerical optimization method. Currently not all optimizers that are available in LikelihoodModels are connected.

optim_argsdict

keyword arguments for the numerical optimizer.

Returns:

paramestndarray

estimated parameters

Notes

todo: add fixed parameter option, not here ???

uses scipy.optimize.fmin