*, 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

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.


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.


Results container

Return type:



Starting values are computed by IVGMM.