I was wondering if it was possible to calculate the efficient minimum distance estimator b_emd in Python using statsmodels or scipy or such packages. I know its possible to do by hand just with matrix multiplication but I wanted to know if there was a better way.
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scipy.spatial.distance.cdist ? – Amiga500 Apr 08 '21 at 16:25
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That's too vague and general. Which minimum distance estimator? For which type of data? Which kind of model? ... If you can do it by hand, then show an example. – Josef Apr 08 '21 at 20:53
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Well, I was just wondering if there was something similar to, for example, smf.ols but instead of for OLS for a general minimum distance estimator like R has [here](https://rdrr.io/rforge/distrMod/man/MDEstimator.html). – stressed Apr 08 '21 at 21:05