linearmodels.iv.model.IVGMM.wresids¶

IVGMM.wresids(params: ndarray[tuple[int, ...], dtype[float64]]) → ndarray[tuple[int, ...], dtype[float64]]¶

Compute weighted model residuals

Parameters:¶

params: ndarray[tuple[int, ...], dtype[float64]]¶

Model parameters (nvar by 1)

Returns:¶

Weighted model residuals

Return type:¶

numpy.ndarray

Notes

Uses weighted versions of data instead of raw data. Identical to resids if all weights are unity.