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

  • 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