statsmodels.sandbox.regression.gmm.GMM.fitgmm¶
-
GMM.
fitgmm
(start, weights=None, optim_method='bfgs', optim_args=None)[source]¶ estimate parameters using GMM
- Parameters
- startarray_like
starting values for minimization
- weights
array
weighting matrix for moment conditions. If weights is None, then the identity matrix is used
- Returns
- paramest
array
estimated parameters
- paramest
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin