linearmodels.iv.model.IVGMMCUE.fit¶
- IVGMMCUE.fit(*, starting=None, display=False, cov_type='robust', debiased=False, opt_options=None, **cov_config)[source]¶
Estimate model parameters
- Parameters:
- starting
ndarray
Starting values to use in optimization. If not provided, 2SLS estimates are used.
- displaybool
Flag indicating whether to display optimization output
- cov_type
str
Name of covariance estimator to use
- debiasedbool
Flag indicating whether to debiased the covariance estimator using a degree of freedom adjustment.
- opt_options
dict
Additional options to pass to scipy.optimize.minimize when optimizing the objective function. If not provided, defers to scipy to choose an appropriate optimizer. All minimize inputs except
fun
,x0
, andargs
can be overridden.- **cov_config
Additional parameters to pass to covariance estimator. Supported parameters depend on specific covariance structure assumed. See
linearmodels.iv.gmm.IVGMMCovariance
for details on the available options. Defaults are used if no covariance configuration is provided.
- starting
- Returns:
IVGMMResults
Results container
See also
Notes
Starting values are computed by IVGMM.
- Return type: