bread-methods: ~~ Methods for Function 'bread' in Package 'sandwich' ~~

In momentfit: Methods of Moments

~~ Methods for Function bread in Package sandwich ~~

Description

It computes the bread in the sandwich representation of the covariance matrix of the GMM estimator.

Usage

## S4 method for signature 'gmmfit'
bread(x, ...)

## S4 method for signature 'sgmmfit'
bread(x, ...)

## S4 method for signature 'tsls'
bread(x, ...)

Arguments

x	GMM fit object
...	Arguments to pass to other methods

Methods

signature(x = "gmmfit")

signature(x = "sgmmfit")

signature(x = "tsls")

Examples

data(simData)
theta <- c(beta0=1,beta1=2)
model1 <- momentModel(y~x1, ~z1+z2, data=simData)

res <- gmmFit(model1)
m <- meatGmm(res)
b <- bread(res)

## Sandwich vcov
b

## TSLS
model2 <- momentModel(y~x1, ~z1+z2, data=simData, vcov="iid")
res <- tsls(model2)
bread(res)

momentfit documentation built on June 7, 2023, 6:30 p.m.