linearmodels.iv.model.IVGMM.estimate_parameters

static IVGMM.estimate_parameters(x, y, z, w)[source]
Parameters:
xndarray

Regressor matrix (nobs by nvar)

yndarray

Regressand matrix (nobs by 1)

zndarray

Instrument matrix (nobs by ninstr)

wndarray

GMM weight matrix (ninstr by ninstr)

Returns:
ndarray

Estimated parameters (nvar by 1)

Notes

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

Return type:

ndarray