linearmodels.iv.model.IVGMM.estimate_parameters¶
- static IVGMM.estimate_parameters(x: ndarray[tuple[int, ...], dtype[float64]], y: ndarray[tuple[int, ...], dtype[float64]], z: ndarray[tuple[int, ...], dtype[float64]], w: ndarray[tuple[int, ...], dtype[float64]]) ndarray[tuple[int, ...], dtype[float64]] [source]¶
- Parameters:¶
- x: ndarray[tuple[int, ...], dtype[float64]]¶
Regressor matrix (nobs by nvar)
- y: ndarray[tuple[int, ...], dtype[float64]]¶
Regressand matrix (nobs by 1)
- z: ndarray[tuple[int, ...], dtype[float64]]¶
Instrument matrix (nobs by ninstr)
- w: ndarray[tuple[int, ...], dtype[float64]]¶
GMM weight matrix (ninstr by ninstr)
- Returns:¶
Estimated parameters (nvar by 1)
- Return type:¶
Notes
Exposed as a static method to facilitate estimation with other data, e.g., bootstrapped samples. Performs no error checking.