statsmodels.sandbox.regression.gmm.IVGMM.fitgmm¶
- IVGMM.fitgmm(start, weights=None, optim_method='bfgs', optim_args=None)¶
estimate parameters using GMM
- Parameters:
- startarray_like
starting values for minimization
- weights
ndarray
weighting matrix for moment conditions. If weights is None, then the identity matrix is used
- Returns:
- paramest
ndarray
estimated parameters
- paramest
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin