bread-methods: Methods for Function 'bread' in Package 'sandwich'
In gmm4: S4 Generalized Method of Moments

Description Usage Arguments Methods Examples

It computes the bread in the sandwich representation of the covariance matrix of the GMM estimator.

## S4 method for signature 'gmmfit'
bread(x, ...)

## S4 method for signature 'sgmmfit'
bread(x, ...)

## S4 method for signature 'tsls'
bread(x, ...)

`x`	GMM fit object
`...`	Arguments to pass to other methods

signature(x = "gmmfit")
signature(x = "sgmmfit")
signature(x = "tsls")

data(simData)
theta <- c(beta0=1,beta1=2)
model1 <- gmmModel(y~x1, ~z1+z2, data=simData)

res <- modelFit(model1)
m <- meatGmm(res)
b <- bread(res)

## Sandwich vcov
b

## TSLS
model2 <- gmmModel(y~x1, ~z1+z2, data=simData, vcov="iid")
res <- tsls(model2)
bread(res)