linearmodels.iv.model.IVGMMCUE.estimate_parameters

IVGMMCUE.estimate_parameters(starting, x, y, z, display=False, opt_options=None)

Parameters

startingndarray

Starting values for the optimization

xndarray

Regressor matrix (nobs by nvar)

yndarray

Regressand matrix (nobs by 1)

zndarray

Instrument matrix (nobs by ninstr)

displaybool

Flag indicating whether to display iterative optimizer output

opt_optionsdict

Dictionary containing additional keyword arguments to pass to scipy.optimize.minimize.

Returns

ndarray

Estimated parameters (nvar by 1)

See also

scipy.optimize.minimize

Notes

Exposed to facilitate estimation with other data, e.g., bootstrapped samples. Performs no error checking.

Return type

Tuple[ndarray, int]