statsmodels.sandbox.regression.gmm.GMM.gradient_momcond

GMM.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