statsmodels.sandbox.regression.gmm.IVGMM.gradient_momcond¶
-
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
- 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