validMDPoi_Types: 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 count (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

validMDPoi_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

validMDPoi_Types()

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