statsmodels.sandbox.regression.gmm.LinearIVGMM.fititer¶
-
LinearIVGMM.fititer(start, maxiter=
2
, start_invweights=None
, weights_method='cov'
, wargs=()
, optim_method='bfgs'
, optim_args=None
)¶ iterative estimation with updating of optimal weighting matrix
stopping criteria are maxiter or change in parameter estimate less than self.epsilon_iter, with default 1e-6.
Last update:
Dec 11, 2024