# formula: Formula method for gel and gmm objects In gmm: Generalized Method of Moments and Generalized Empirical Likelihood

## Description

Method to extract the formula from `gel` or `gmm` objects.

## Usage

 ```1 2 3 4``` ```## S3 method for class 'gel' formula(x, ...) ## S3 method for class 'gmm' formula(x, ...) ```

## Arguments

 `x` An object of class `gel` or `gmm` returned by the function `gel` or `gmm` `...` Other arguments to pass to other methods

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30``` ```## GEL ## n = 200 phi<-c(.2,.7) thet <- 0.2 sd <- .2 set.seed(123) x <- matrix(arima.sim(n = n, list(order = c(2,0,1), ar = phi, ma = thet, sd = sd)), ncol = 1) y <- x[7:n] ym1 <- x[6:(n-1)] ym2 <- x[5:(n-2)] H <- cbind(x[4:(n-3)], x[3:(n-4)], x[2:(n-5)], x[1:(n-6)]) g <- y ~ ym1 + ym2 x <- H res <- gel(g, x, c(0,.3,.6)) formula(res) # GMM is like GLS for linear models without endogeneity problems set.seed(345) n = 200 phi<-c(.2,.7) thet <- 0 sd <- .2 x <- matrix(arima.sim(n = n, list(order = c(2,0,1), ar = phi, ma = thet, sd = sd)), ncol = 1) y <- 10 + 5*rnorm(n) + x res <- gmm(y ~ x, x) formula(res) ```

gmm documentation built on June 20, 2017, 3:01 p.m.