linearmodels.iv.gmm.OneWayClusteredWeightMatrix.weight_matrix¶ OneWayClusteredWeightMatrix.weight_matrix(x: ndarray, z: ndarray, eps: ndarray) → ndarray[source]¶ Parameters:¶ x: ndarray¶Model regressors (exog and endog), (nobs by nvar) z: ndarray¶Model instruments (exog and instruments), (nobs by ninstr) eps: ndarray¶Model errors (nobs by 1) Returns:¶ Covariance of GMM moment conditions. Return type:¶ numpy.ndarray