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