statsmodels.sandbox.regression.gmm.NonlinearIVGMM.fitgmm_cu#
- NonlinearIVGMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None)#
estimate parameters using continuously updating GMM
- Parameters:
- startarray_like
starting values for minimization
- optim_method
str,defaultis‘bfgs’ numerical optimization method. Currently not all optimizers that are available in LikelihoodModels are connected.
- optim_args
dict keyword arguments for the numerical optimizer.
- Returns:
- paramest
ndarray estimated parameters
- paramest
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin