linearmodels.iv.model.IVGMM.estimate_parameters¶

static IVGMM.estimate_parameters(x: ndarray, y: ndarray, z: ndarray, w: ndarray) → ndarray[source]¶

Parameters:¶

x: ndarray¶

Regressor matrix (nobs by nvar)

y: ndarray¶

Regressand matrix (nobs by 1)

z: ndarray¶

Instrument matrix (nobs by ninstr)

w: ndarray¶

GMM weight matrix (ninstr by ninstr)

Returns:¶

Estimated parameters (nvar by 1)

Return type:¶

numpy.ndarray

Notes

Exposed as a static method to facilitate estimation with other data, e.g., bootstrapped samples. Performs no error checking.