Estimagic

estimagic is a subpackage of optimagic that helps you to fit nonlinear statistical models to data and perform inference on the estimated parameters.

As a user, you need to code up the objective function that defines the estimator. This is either a likelihood (ML) function or a Method of Simulated Moments (MSM) objective function. Everything else is done by estimagic.

Everything else means:

• Optimize your objective function

• Calculate asymptotic or bootstrapped standard errors and confidence intervals

• Create publication quality tables

• Perform sensitivity analysis on MSM models

Tutorials

New users of estimagic should read this first.

Explanations

Background information on key topics central to the package.

API Reference

Detailed description of the estimagic API.