linearmodels.iv.model.IVGMMCUE.fit¶

IVGMMCUE.fit(*, starting: ndarray | Series | None = None, display: bool = False, cov_type: str = 'robust', debiased: bool = False, opt_options: dict[str, Any] | None = None, **cov_config: Any) → OLSResults | IVGMMResults[source]¶

Estimate model parameters

Parameters:¶

starting: ndarray | Series | None = None¶

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

display: bool = False¶

Flag indicating whether to display optimization output

cov_type: str = 'robust'¶

Name of covariance estimator to use

debiased: bool = False¶

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

opt_options: dict[str, Any] | None = None¶

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: Any¶

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:¶

Results container

Return type:¶

linearmodels.iv.results.IVGMMResults

Notes

Starting values are computed by IVGMM.

See also

linearmodels.iv.gmm.IVGMMCovariance