LinearIVGMM.fitgmm_cu()

statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm_cu

LinearIVGMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None)

estimate parameters using continuously updating GMM

Parameters:

Parameters:	start : array_like starting values for minimization
Returns:	paramest : array estimated parameters

start : array_like

starting values for minimization

Returns:

paramest : array

estimated parameters

todo: add fixed parameter option, not here ???

uses scipy.optimize.fmin

© 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_cu.html