extract-gmm-method: 'extract' method for 'gmm' objects

extract,gmm-methodR Documentation

extract method for gmm objects

Description

extract method for gmm objects created by the gmm function in the gmm package.

Usage

## S4 method for signature 'gmm'
extract(
  model,
  include.obj.fcn = TRUE,
  include.overidentification = FALSE,
  include.nobs = TRUE,
  ...
)

Arguments

model

A statistical model object.

include.obj.fcn

Report the value of the objective function (= criterion function)? More precisely, this returns E(g)var(g)^{-1}E(g).

include.overidentification

Report the J-test for overidentification?

include.nobs

Report the number of observations in the GOF block?

...

Custom parameters, which are handed over to subroutines, in this case to the summary method for the object.


texreg documentation built on Sept. 11, 2024, 6:41 p.m.