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 continuous (normal) 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.
1 | validComb_EC_Nor(yvec, Zmat, Xmat, betaI, Tvec, alpha)
|
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. |
1 |
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