statsmodels.sandbox.regression.gmm.IVGMM.gradient_momcond¶
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IVGMM.
gradient_momcond
(params, epsilon=0.0001, centered=True)¶ gradient of moment conditions
Parameters: params : ndarray
parameter at which the moment conditions are evaluated
epsilon : float
stepsize for finite difference calculation
centered : bool
This refers to the finite difference calculation. If centered is true, then the centered finite difference calculation is used. Otherwise the one-sided forward differences are used.
TODO: looks like not used yet
missing argument weights