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statsmodels.sandbox.regression.gmm.IVGMM.fit

IVGMM.fit(start=None)

Estimate the parameters using default settings.

For estimation with more options use fititer method.

Parameters:

start : array (optional)

starting value for parameters ub minimization. If None then fitstart method is called for the starting values

Returns:

results : instance of GMMResults

this is also attached as attribute results

Notes

This function attaches the estimated parameters, params, the weighting matrix of the final iteration, weights, and the value of the GMM objective function, jval to results. The results are attached to this instance and also returned.

fititer is called with maxiter=10

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