statsmodels.sandbox.regression.gmm.IVGMM.gmmobjective
-
IVGMM.gmmobjective(params, weights)
objective function for GMM minimization
- Parameters:
- params
ndarray
parameter values at which objective is evaluated
- weights
ndarray
weighting matrix
- Returns:
- jval
float
value of objective function
Last update:
Oct 29, 2024