coef: Coefficients of GEL or GMM In gmm: Generalized Method of Moments and Generalized Empirical Likelihood

Description

It extracts the coefficients from `gel` or `gmm` objects.

Usage

 ```1 2 3 4``` ```## S3 method for class 'gmm' coef(object, ...) ## S3 method for class 'gel' coef(object, lambda = FALSE, ...) ```

Arguments

 `object` An object of class `gel` or `gmm` returned by the function `gel` or `gmm` `lambda` If set to TRUE, the lagrange multipliers are extracted instead of the vector of coefficients `...` Other arguments when `coef` is applied to an other class object

Value

Vector of coefficients

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22``` ```################# n = 500 phi<-c(.2,.7) thet <- 0 sd <- .2 x <- matrix(arima.sim(n=n,list(order=c(2,0,1),ar=phi,ma=thet,sd=sd)),ncol=1) y <- x[7:n] ym1 <- x[6:(n-1)] ym2 <- x[5:(n-2)] H <- cbind(x[4:(n-3)], x[3:(n-4)], x[2:(n-5)], x[1:(n-6)]) g <- y ~ ym1 + ym2 x <- H t0 <- c(0,.5,.5) res <- gel(g, x, t0) coef(res) coef(res, lambda = TRUE) ################### res <- gmm(g, x) coef(res) ```

gmm documentation built on March 18, 2018, 2:30 p.m.