gmmfit-class: Class '"gmmfit"'

In momentfit: Methods of Moments

Class "gmmfit"

Description

A class to store a fitted model obtained using GMM.

Objects from the Class

Objects can be created by calls of the form new("gmmfit", ...). Generated by gmmFit.

Slots

theta:

Object of class "numeric" ~~

convergence:

Object of class "list" ~~

convIter:

Object of class "numericORNULL" ~~

call:

Object of class "callORNULL" ~~

type:

Object of class "character" ~~

wObj:

Object of class "momentWeights" ~~

niter:

Object of class "integer" ~~

efficientGmm:

Object of class "logical" ~~

model:

Object of class "momentModel" ~~

Methods

bread

signature(x = "gmmfit"): ...

coef

signature(object = "gmmfit"): ...

confint

signature(object = "gmmfit"): ...

DWH

signature(object1 = "gmmfit", object2 = "gmmfit"): ...

DWH

signature(object1 = "gmmfit", object2 = "lm"): ...

DWH

signature(object1 = "gmmfit", object2 = "missing"): ...

hypothesisTest

signature(object.u = "gmmfit", object.r = "gmmfit"): ...

hypothesisTest

signature(object.u = "gmmfit", object.r = "missing"): ...

hypothesisTest

signature(object.u = "missing", object.r = "gmmfit"): ...

meatGmm

signature(object = "gmmfit"): ...

print

signature(x = "gmmfit"): ...

residuals

signature(object = "gmmfit"): ...

show

signature(object = "gmmfit"): ...

specTest

signature(object = "gmmfit", which = "missing"): ...

specTest

signature(object = "gmmfit", which = "numeric"): ...

summary

signature(object = "gmmfit"): ...

update

signature(object = "gmmfit"): ...

vcov

signature(object = "gmmfit"): ...

Examples

showClass("gmmfit")

momentfit documentation built on Aug. 27, 2025, 1:09 a.m.