6.7.4.4.1.1.7. statsmodels.sandbox.regression.gmm.DistQuantilesGMM.fitonce¶

DistQuantilesGMM.fitonce(start=None, weights=None, has_optimal_weights=False)[source]¶

fit without estimating an optimal weighting matrix and return results

This is a convenience function that calls fitgmm and covparams with a given weight matrix or the identity weight matrix. This is useful if the optimal weight matrix is know (or is analytically given) or if an optimal weight matrix cannot be calculated.

(Developer Notes: this function could go into GMM, but is needed in this class, at least at the moment.)

Returns:

results : GMMResult instance

result instance with params and _cov_params attached