getModel: Method for setting the properties of a model

In gmm: Generalized Method of Moments and Generalized Empirical Likelihood

Method for setting the properties of a model

Description

It collects what is needed by the method momentEstim (see details).

Usage

## S3 method for class 'baseGmm'
getModel(object, ...)
## S3 method for class 'sysGmm'
getModel(object, ...)
## S3 method for class 'baseGel'
getModel(object, ...)
## S3 method for class 'constGel'
getModel(object, ...)
## S3 method for class 'constGel'
getModel(object, ...)
## S3 method for class 'tsls'
getModel(object, ...)
## S3 method for class 'ateGel'
getModel(object, ...)

Arguments

object	An object of class baseGmm
...	Other arguments when getModel is applied to another class object

Value

It returns an object of the right class which determines how the method momentEstim will treat it. For example, if g is a formula and type is set to "cue", it creates an object of class baseGmm.cue.formula. It this case, momentEstim, applied to this object, computes the continuously updated GMM of a linear model. It allows more flexibility this way. For example, it could be easy to add a GMM method which is robust in presence of weak identification simply by creating a new class of model and the associated momentEstime method.

gmm documentation built on June 7, 2023, 6:05 p.m.