statsmodels.sandbox.regression.gmm.GMM.gradient_momcond¶
-
GMM.gradient_momcond(params, epsilon=
0.0001
, centered=True
)[source]¶ gradient of moment conditions
- Parameters:¶
- params
ndarray
parameter at which the moment conditions are evaluated
- epsilon
float
stepsize for finite difference calculation
- centeredbool
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
- params
Last update:
Sep 07, 2024