IVGMM.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.
Parameters: |
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© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.regression.gmm.IVGMM.fititer.html