linearmodels.iv.model.IVLIML.estimate_parameters

static IVLIML.estimate_parameters(x: ndarray, y: ndarray, z: ndarray, kappa: int | float) ndarray

Parameter estimation without error checking

Parameters:
x: ndarray

Regressor matrix (nobs by nvar)

y: ndarray

Regressand matrix (nobs by 1)

z: ndarray

Instrument matrix (nobs by ninstr)

kappa: int | float

Parameter value for k-class estimator

Returns:

Estimated parameters (nvar by 1)

Return type:

numpy.ndarray

Notes

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