formula: Formula method for gel and gmm objects

In gmm: Generalized Method of Moments and Generalized Empirical Likelihood

Formula method for gel and gmm objects

Description

Method to extract the formula from gel or gmm objects.

Usage

## 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

## 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 March 31, 2023, 3:08 p.m.