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:
startingndarray

Starting values to use in optimization. If not provided, 2SLS estimates are used.

displaybool

Flag indicating whether to display optimization output

cov_typestr

Name of covariance estimator to use

debiasedbool

Flag indicating whether to debiased the covariance estimator using a degree of freedom adjustment.

opt_optionsdict

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, and args 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.

Returns:
IVGMMResults

Results container

Notes

Starting values are computed by IVGMM.

Return type:

OLSResults | IVGMMResults