What is IVGMM in the StatsModels library?

The following recipe explains what is IVGMM in StatsModels

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Recipe Objective - What is IVGMM in the StatsModels library?

IVGMM is a basic class for estimating instrumental variables using GMM
By default, a linear function is defined for the conditional mean, but the method must be overridden by the subclass. Currently, LinearIVGMM and NonlinearIVGMM are implemented as subclasses.
It belongs to the class statsmodels.sandbox.regression.gmm.IVGMM(endog, exog, instrument, k_moms=None, k_params=None, missing='none', **kwds).

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Table of Contents

Attributes:

endog_names
Names of endogenous variables.

exog_names
Names of exogenous variables.

Methods:

calc_weightmatrix(moms[, weights_method, ...])
calculate omega or the weighting matrix

fit([start_params, maxiter, inv_weights, ...])
Estimate parameters using GMM and return GMMResults

fitgmm(start[, weights, optim_method, ...])
estimate parameters using GMM

predict(params[, exog])
Get prediction at params

score(params, weights[, epsilon, centered])
Score

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