linearmodels.iv.gmm.KernelWeightMatrix.weight_matrix¶ KernelWeightMatrix.weight_matrix(x: ndarray[tuple[int, ...], dtype[float64]], z: ndarray[tuple[int, ...], dtype[float64]], eps: ndarray[tuple[int, ...], dtype[float64]]) → ndarray[tuple[int, ...], dtype[float64]][source]¶ Parameters:¶ x: ndarray[tuple[int, ...], dtype[float64]]¶Model regressors (exog and endog), (nobs by nvar) z: ndarray[tuple[int, ...], dtype[float64]]¶Model instruments (exog and instruments), (nobs by ninstr) eps: ndarray[tuple[int, ...], dtype[float64]]¶Model errors (nobs by 1) Returns:¶ Covariance of GMM moment conditions. Return type:¶ numpy.ndarray