nonlinearModel-class: Class '"nonlinearModel"'

In momentfit: Methods of Moments

Class "nonlinearModel"

Description

Class for moment-based models for which moment conditions are orthogonality conditions between instruments and the residuals from a nonlinear regression.

Objects from the Class

Objects can be created by calls of the form new("nonlinearModel", ...). It is generated my momentModel.

Slots

modelF:

Object of class "data.frame" ~~

instF:

Object of class "data.frame" ~~

vcov:

Object of class "character" ~~

theta0:

Object of class "numeric" ~~

n:

Object of class "integer" ~~

q:

Object of class "integer" ~~

k:

Object of class "integer" ~~

parNames:

Object of class "character" ~~

momNames:

Object of class "character" ~~

fRHS:

Object of class "expression" ~~

fLHS:

Object of class "expressionORNULL" ~~

vcovOptions:

Object of class "list" ~~

centeredVcov:

Object of class "logical" ~~

varNames:

Object of class "character" ~~

isEndo:

Object of class "logical" ~~

omit:

Object of class "integer" ~~

survOptions:

Object of class "list" ~~

sSpec:

Object of class "sSpec" ~~

smooth:

Object of class "logical" ~~

Extends

Class "regModel", directly. Class "allNLModel", directly. Class "momentModel", directly.

Methods

Dresiduals

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

merge

signature(x = "nonlinearModel", y = "nonlinearModel"): ...

merge

signature(x = "snonlinearModel", y = "nonlinearModel"): ...

model.matrix

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

modelDims

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

momentStrength

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

residuals

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

restModel

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

Examples

showClass("nonlinearModel")

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