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

weights_methodstr, defines method for robust

Options here are similar to statsmodels.stats.robust_covariance default is heteroscedasticity consistent, HC0. See calc_weightmatrix for details.

wargstuple or dict

required and optional arguments for weights_method, see calc_weightmatrix for details.

Returns:

jvalfloat

value of objective function