linearmodels.iv.model.IVGMM.estimate_parameters

static IVGMM.estimate_parameters(x, y, z, w)[source]
Parameters
xndarray

Regressor matrix (nobs by nvar)

yndarray

Regressand matrix (nobs by 1)

zndarray

Instrument matrix (nobs by ninstr)

wndarray

GMM weight matrix (ninstr by ninstr)

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