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 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