linearmodels.iv.model._OLS.estimate_parameters

static _OLS.estimate_parameters(x, y, z, kappa)

Parameter estimation without error checking

Parameters:

xndarray

Regressor matrix (nobs by nvar)

yndarray

Regressand matrix (nobs by 1)

zndarray

Instrument matrix (nobs by ninstr)

kappascalar

Parameter value for k-class estimator

Returns:

ndarray

Estimated parameters (nvar by 1)

Notes

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

Return type:

ndarray