linearmodels.iv.model.IVLIML.estimate_parameters¶

static IVLIML.estimate_parameters(x: ndarray[Any, dtype[float64]], y: ndarray[Any, dtype[float64]], z: ndarray[Any, dtype[float64]], kappa: int | float) → ndarray[Any, dtype[float64]]¶

Parameter estimation without error checking

Parameters:¶

x: ndarray[Any, dtype[float64]]¶

Regressor matrix (nobs by nvar)

y: ndarray[Any, dtype[float64]]¶

Regressand matrix (nobs by 1)

z: ndarray[Any, dtype[float64]]¶

Instrument matrix (nobs by ninstr)

kappa: int | float¶

Parameter value for k-class estimator

Returns:¶

Estimated parameters (nvar by 1)

Return type:¶

numpy.ndarray

Notes

Exposed as a static method to facilitate estimation with other data, e.g., bootstrapped samples. Performs no error checking.