LinearIVGMM.fitgmm()

statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm

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:

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

Returns:

paramest : array estimated parameters