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

In lalondetl/GMM:

Description

This function calculates the values of valid moment combinations for two-step Generalized Method of Moments with user-defined types of time-dependent covariates, 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.

Usage

validMCNor_Types(yvec, subjectIndex, Zmat, Xmat, covTypeVec, betaI, T, Tmax,
  Count)

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.
covTypeVec	The vector indicating the type of each time-dependent covariate.
betaI	The current or initial estimates of the model parameters.
T	The number of time points for subject i.
Tmax	The maximum number of times of observation among all subjects.
Count	A vector of running counts of the number of valid moment conditions for all subjects.

Examples

validMCNor_Types()

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