statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm¶

method

LinearIVGMM.fitgmm(start, weights=None, optim_method=None, **kwds)[source]¶

estimate parameters using GMM for linear model

Uses closed form expression instead of nonlinear optimizers

Parameters

startnot used: starting values for minimization, not used, only for consistency of method signature
weightsarray: weighting matrix for moment conditions. If weights is None, then the identity matrix is used
optim_methodnot used,: optimization method, not used, only for consistency of method signature
**kwdskeyword arguments: not used, will be silently ignored (for compatibility with generic)

Returns