statsmodels.sandbox.regression.gmm.IVGMM.gmmobjective_cu

IVGMM.gmmobjective_cu(params, weights_method='cov', wargs=())

objective function for continuously updating GMM minimization

Parameters:
paramsndarray

parameter values at which objective is evaluated

Returns:
jvalfloat

value of objective function


Last update: Jun 01, 2024