validComb_EC_PP: 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 the zero-truncated count component ("positive Poisson") of a hurdle model for excess-zero longitudinal data. 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

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validComb_EC_PP(yvec, Zmat, Xmat, betaI, Tvec, alpha, r)

Arguments

yvec

The vector of responses, ordered by subject, time within subject.

Zmat

The design matrix for time-independent covariates ((N*T) x K0).

Xmat

The design matrix for time-dependent covariates ((N*T) x Ktv).

betaI

The current or initial estimates of the model parameters (1+K0+Ktv x 1).

Tvec

The vector of times for each subject.

alpha

The significance level for inclusion of moment conditions.

r

The residuals from fitting an initial hurdle GEE model using the independent working correlation structure.

Examples

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