criterion: Computing the GMM criterion.

Description Usage Arguments

Description

criterion is an auxiliary function to implement the GMM inference on your own. It returns a value of the GMM criterion.

Usage

1
criterion(par, data, weight, equal)

Arguments

par

vector of parameter values

data

dataframe that contains Y, D, Z, and V with indicators

weight

weighting matrix for GMM estimation

equal

logical whether the misclassification probabilities do not depend on instrument


tkhdyanagi/LATEerror documentation built on May 3, 2019, 9:39 p.m.