linearmodels.iv.model.IVLIML.estimate_parameters¶

static IVLIML.estimate_parameters(x: ndarray[tuple[int, ...], dtype[float64]], y: ndarray[tuple[int, ...], dtype[float64]], z: ndarray[tuple[int, ...], dtype[float64]], kappa: int | float) → ndarray[tuple[int, ...], dtype[float64]]¶

Parameter estimation without error checking.

Parameters:¶

x: ndarray[tuple[int, ...], dtype[float64]]¶

Regressor matrix (nobs by nvar).

y: ndarray[tuple[int, ...], dtype[float64]]¶

Regressand matrix (nobs by 1).

z: ndarray[tuple[int, ...], dtype[float64]]¶

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.