sargan_test: Overidentification test for method of simulated moments
In linogaliana/mindist: Minimum distance estimation in R
Description
Usage
Arguments
Value
Description
Overidentification test for method of simulated moments
Usage
1
2
3
sargan_test(theta_hat, S, model_function = {
function(theta) theta
}, ...)
Arguments
theta_hat
Estimated theta parameter
S
Estimated covariance matrix
model_function
g(θ) transformation
defining moment conditions
...
Additional arguments that should be passed
to model_function
Value
List with following elements
linogaliana/mindist documentation built on July 11, 2021, 4:22 a.m.
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Description Usage Arguments Value
Description
Overidentification test for method of simulated moments
Usage
1 2 3 | sargan_test(theta_hat, S, model_function = {
function(theta) theta
}, ...)
|
Arguments
theta_hat |
Estimated theta parameter |
S |
Estimated covariance matrix |
model_function |
g(θ) transformation defining moment conditions |
... |
Additional arguments that should be passed
to |
Value
List with following elements
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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