validMDNor_EC: Generalized Method of Moments Valid Moment Combination...

In lalondetl/GMM:

Description

This function calculates the values of the derivatives of all valid moment conditions for a single subject in a longitudinal study with continuous (normal) outcomes. It allows for unbalanced data, and uses the extended classification method to determine validity of moment conditions. The function returns a matrix of derivatives for all valid moment condition for subject i.

Usage

validMDNor_EC(yvec, subjectIndex, Zmat, Xmat, betaI, T, Tmax, types)

Arguments

yvec	The vector of responses, ordered by subject, time within subject.
subjectIndex	The location of the first index of subject i responses within yvec.
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.
T	The number of time points for subject i.
Tmax	The maximum number of times of observation among all subjects.
types	A matrix indicating valid moment conditions for all time-dependent covariate parameters.
N	The number of subjects.

Examples

validMDNor_EC()

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