Description Usage Arguments Examples
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 count (0-n) outcomes. It is assumed that the count represents the number of events from n identical trials, and that n is equal for all subjects and times. This is modeled similarly to a Logistic Regression for Binomial responses. 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.
1 | validComb_EC_Binom(ymat, Zmat, Xmat, betaI, Tvec, alpha)
|
ymat |
The matrix of responses, ordered by subject, time within subject. The first column is the number of successes, the second the number of failures. |
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. |
1 |
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