linearmodels.iv.model.IVGMMCUE.estimate_parameters¶
-
IVGMMCUE.estimate_parameters(starting: ndarray, x: ndarray, y: ndarray, z: ndarray, display: bool =
False, opt_options: dict[str, Any] | None =None) tuple[ndarray, int][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)
- display: bool =
False¶ Flag indicating whether to display iterative optimizer output
- opt_options: dict[str, Any] | None =
None¶ Dictionary containing additional keyword arguments to pass to scipy.optimize.minimize.
- Returns:¶
Estimated parameters (nvar by 1)
- Return type:¶
Notes
Exposed to facilitate estimation with other data, e.g., bootstrapped samples. Performs no error checking.
See also