R/replication_gmm_objective.R

In t-sager/pubias: Identification & Correction for Publication Bias

replication_gmm_objective <- function(betap, cutoffs, symmetric, Z, sigmaZ2){
  moments <- replication_moments(betap, cutoffs, symmetric, Z, sigmaZ2)
  moments_mean <- mean(moments)
  moments_var <- cov(moments)
  moments_var[is.na(moments_var)] <- 0
  objective <- nrow(moments) * moments_mean %*% pracma::pinv(moments_var) %*% t(moments_mean)
}