rlinearModel-class: Class '"rlinearModel"'

In momentfit: Methods of Moments

Class "rlinearModel"

Description

A class for restricted moment-based models for which moment conditions are orthogonality conditions between instruments and the residuals from a linear regression.

Objects from the Class

Objects can be created by calls of the form new("rlinearModel", ...). It is created by restModel-methods.

Slots

cstLHS:

Object of class "matrix" ~~

cstRHS:

Object of class "numeric" ~~

cstSpec:

Object of class "list" ~~

modelF:

Object of class "data.frame" ~~

instF:

Object of class "data.frame" ~~

vcov:

Object of class "character" ~~

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" ~~

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 "linearModel", directly. Class "rmomentModel", directly. Class "regModel", by class "linearModel", distance 2. Class "momentModel", by class "linearModel", distance 2.

Methods

coef

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

getRestrict

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

gmmFit

signature(model = "rlinearModel"): ...

model.matrix

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

modelDims

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

modelResponse

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

momentStrength

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

print

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

printRestrict

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

Examples

showClass("rlinearModel")

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