validComb_EC_Ber: Generalized Method of Moments Valid Moment Combinations for...
In lalondetl/GMM:
Description
Usage
Arguments
Examples
Description
This function calculates the values of valid moment combinations for two-step Generalized Method of Moments using the extended classification method, applied to longitudinal data with binary outcomes. It allows for unbalanced longitudinal data, meaning subjects can be observed for different numbers of times. The function returns a vector "types" indicating validity of different moments conditions.
Usage
1
validComb_EC_Ber(yvec, Zmat, Xmat, betaI, Tvec, alpha)
Arguments
yvec
The vector of responses, ordered by subject, time within subject.
Zmat
The design matrix for time-independent covariates.
Xmat
The design matrix for time-dependent covariates.
betaI
The current or initial estimates of the model parameters.
Tvec
The vector of times for each subject.
alpha
The significance level for inclusion of moment conditions.
Examples
1
lalondetl/GMM documentation built on May 30, 2019, 11:40 p.m.
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Description Usage Arguments Examples
Description
This function calculates the values of valid moment combinations for two-step Generalized Method of Moments using the extended classification method, applied to longitudinal data with binary outcomes. It allows for unbalanced longitudinal data, meaning subjects can be observed for different numbers of times. The function returns a vector "types" indicating validity of different moments conditions.
Usage
1 | validComb_EC_Ber(yvec, Zmat, Xmat, betaI, Tvec, alpha)
|
Arguments
yvec |
The vector of responses, ordered by subject, time within subject. |
Zmat |
The design matrix for time-independent covariates. |
Xmat |
The design matrix for time-dependent covariates. |
betaI |
The current or initial estimates of the model parameters. |
Tvec |
The vector of times for each subject. |
alpha |
The significance level for inclusion of moment conditions. |
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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