#using GMM and IV2SLS classes
#----------------------------
mod = IVGMM(endog, exog, instrument, nmoms=instrument.shape[1])
res = mod.fit()
modgmmols = IVGMM(endog, exog, exog, nmoms=exog.shape[1])
resgmmols = modgmmols.fit()
#the next is the same as IV2SLS, (Z'Z)^{-1} as weighting matrix
modgmmiv = IVGMM(endog, exog, instrument, nmoms=instrument.shape[1]) #same as mod
resgmmiv = modgmmiv.fitgmm(np.ones(exog.shape[1], float),
weights=np.linalg.inv(np.dot(instrument.T, instrument)))
modls = IV2SLS(endog, exog, instrument)
resls = modls.fit()
modols = OLS(endog, exog)
resols = modols.fit()
print '\nIV case'
print 'params'
print 'IV2SLS', resls.params
print 'GMMIV ', resgmmiv # .params
print 'GMM ', res.params
print 'diff ', res.params - resls.params
print 'OLS ', resols.params
print 'GMMOLS', resgmmols.params
print '\nbse'
print 'IV2SLS', resls.bse
print 'GMM ', mod.bse #bse currently only attached to model not results
print 'diff ', mod.bse - resls.bse
print '%-diff', resls.bse / mod.bse * 100 - 100
