NonlinearIVGMM.fitgmm()
statsmodels.sandbox.regression.gmm.NonlinearIVGMM.fitgmm
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NonlinearIVGMM.fitgmm(start, weights=None, optim_method='bfgs', optim_args=None)
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estimate parameters using GMM
Parameters: start : array_like
starting values for minimization
weights : array
weighting matrix for moment conditions. If weights is None, then the identity matrix is used
Returns: paramest : array
estimated parameters
Notes
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.NonlinearIVGMM.fitgmm.html