validComb_EC_Binom: Generalized Method of Moments Valid Moment Combinations for...

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 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.

Usage

1
validComb_EC_Binom(ymat, Zmat, Xmat, betaI, Tvec, alpha)

Arguments

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.

Examples

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lalondetl/GMM documentation built on May 30, 2019, 11:40 p.m.