LinearIVGMM.fitgmm()

statsmodels.sandbox.regression.gmm.LinearIVGMM.fitgmm

LinearIVGMM.fitgmm(start, weights=None, optim_method=None, **kwds) [source]

estimate parameters using GMM for linear model

Uses closed form expression instead of nonlinear optimizers

Parameters:

start : not used

starting values for minimization, not used, only for consistency of method signature