mdep.nl | R Documentation |
mdep.nl
computes the objective function of the MDep estimator
for a non-linear model
mdep.nl(theta, U.fun, Z = NULL, Z.m = NULL, sc = 1)
theta |
parameter vector |
U.fun |
user-written function of the disturbance function; evaluates to an n x 1 vector |
Z |
n x pz matrix of instruments; should be supplied in case Z.m is null |
Z.m |
D- or U-centred Euclidean matrix from instrument matrix Z - optional |
sc |
adjusts the objective function - positive for minimisation, negative for maximisation |
function value
## Generate data and run MMD regression
n=50; set.seed(12); X = rnorm(n); Y = X + (X^2-1)/sqrt(2)
U.fun=function(theta) Y^2-2*Y*(X*theta)-(X*theta)^2
mdep.nl(1,U.fun,X)
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