linearmodels.iv.model.IVGMM.wresids

IVGMM.wresids(params: ndarray) ndarray

Compute weighted model residuals

Parameters:
params: ndarray

Model parameters (nvar by 1)

Returns:

Weighted model residuals

Return type:

numpy.ndarray

Notes

Uses weighted versions of data instead of raw data. Identical to resids if all weights are unity.