statsmodels.sandbox.regression.gmm.GMM.gmmobjective

GMM.gmmobjective(params, weights) [source]

objective function for GMM minimization

Parameters:
  • params (array) – parameter values at which objective is evaluated
  • weights (array) – weighting matrix
Returns:

jval – value of objective function
Return type:

float

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.regression.gmm.GMM.gmmobjective.html