Logo

statsmodels.sandbox.regression.gmm.DistQuantilesGMM.fitgmm

DistQuantilesGMM.fitgmm(start, weights=None)

estimate parameters using GMM

Parameters :

start : array_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

Notes

todo: add fixed parameter option, not here ???

uses scipy.optimize.fmin

Previous topic

statsmodels.sandbox.regression.gmm.DistQuantilesGMM.fit

Next topic

statsmodels.sandbox.regression.gmm.DistQuantilesGMM.fititer

This Page