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 – value of objective function

Return type:¶

float