MaximumMomentRestriction
Guide & worked example · Source
MaximumMomentRestriction(model, moment_function, bandwidth=None, **kwargs)Kernel maximum moment restriction estimator.
This is the most direct, useful CMR component: minimize a kernelized conditional moment violation over the structural model.
Attributes
| Name | Description |
|---|---|
bandwidth |
|
bandwidth_ |
|
device |
|
dtype |
|
history |
|
lr |
|
maxiter |
|
model |
|
moment_function |
|
optimizer_class |
|
optimizer_kwargs |
|
params |
Methods
| Name | Description |
|---|---|
| fit | |
| moments | Evaluate sample moments at the current model parameters. |
| predict | Predict with the fitted structural model. |
| summary | Print a summary of the model results. |
| to |
fit
MaximumMomentRestriction.fit(t, y, z, verbose=False)moments
MaximumMomentRestriction.moments(t, y)Evaluate sample moments at the current model parameters.
predict
MaximumMomentRestriction.predict(t)Predict with the fitted structural model.
summary
MaximumMomentRestriction.summary()Print a summary of the model results.
to
MaximumMomentRestriction.to(device)