linearmodels.iv.model.IVGMMCUE.estimate_parameters¶
- IVGMMCUE.estimate_parameters(starting, x, y, z, display=False, opt_options=None)[source]¶
- Parameters
- starting
ndarray
Starting values for the optimization
- x
ndarray
Regressor matrix (nobs by nvar)
- y
ndarray
Regressand matrix (nobs by 1)
- z
ndarray
Instrument matrix (nobs by ninstr)
- displaybool
Flag indicating whether to display iterative optimizer output
- opt_options
dict
Dictionary containing additional keyword arguments to pass to scipy.optimize.minimize.
- starting
- Returns
ndarray
Estimated parameters (nvar by 1)
See also
Notes
Exposed to facilitate estimation with other data, e.g., bootstrapped samples. Performs no error checking.