extract-gel-method: 'extract' method for 'gel' objects

extract,gel-methodR Documentation

extract method for gel objects

Description

extract method for gel objects created by the gel function in the gmm package.

Usage

## S4 method for signature 'gel'
extract(
  model,
  include.obj.fcn = TRUE,
  include.overidentification = FALSE,
  include.nobs = TRUE,
  overIdentTest = c("LR", "LM", "J "),
  ...
)

Arguments

model

A statistical model object.

include.obj.fcn

Report the value of the objective function (= criterion function)? More precisely, this returns E(g)var(g)^{-1}E(g).

include.overidentification

Report the J-test for overidentification?

include.nobs

Report the number of observations in the GOF block?

overIdentTest

Which test statistics should be included in an overidentification test?

...

Custom parameters, which are handed over to subroutines, in this case to the summary method for the object.


leifeld/texreg documentation built on Nov. 11, 2023, 6:31 a.m.