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: |
|
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Returns: |
paramest – estimated parameters |
Return type: |
array |
© 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.LinearIVGMM.fitgmm.html