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

Description Usage Arguments Examples

Description

This function calculates the values of the derivatives of all valid moment conditions for a single subject in a longitudinal study with zero-truncated count ("positive Poisson") outcomes. It allows for unbalanced data, and uses user-defined types of time-dependent covariates to determine validity of moment conditions. The function returns a matrix of derivatives for all valid moment condition for subject i.

Usage

1
validMDPP_Types(yvec, subjectIndex, Zmat, Xmat, covTypeVec, betaI, T, Tmax)

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 ((N*T) x K0).

Xmat

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

covTypeVec

The vector indicating the type of each time-dependent covariate.

betaI

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

T

The number of time points for subject i.

Tmax

The maximum number of times of observation among all subjects.

N

The number of subjects.

Examples

1

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