evalObjective-methods: ~~ Methods for Function 'evalObjective' in Package 'Gmm' ~~

In gmm4: S4 Generalized Method of Moments

Description

~~ Methods to compute the GMM objective function. ~~

Usage

## S4 method for signature 'gmmModels,numeric,gmmWeights'
evalObjective(object, theta,
wObj, ...)

## S4 method for signature 'gelModels,numeric,missing'
evalObjective(object, theta,
wObj, lambda, ...)

## S4 method for signature 'sysGmmModels,list,sysGmmWeights'
evalObjective(object, theta,
wObj, ...)

Arguments

object	An object of class "gmmModels", "gelModels" or "sysGmmModels".
theta	The vector for coefficients for single equation, or a list of vector for system of equations.
wObj	An object of class "gmmWeights" or "sysGmmWeights".
lambda	Vector of Lagrange multiplier for "gmmModels" objects
...	Arguments to pass to other methods

Methods

signature(object = "gmmModels", theta = "numeric", wObj = "gmmWeights")

Examples

data(simData)

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

model2 <- gmmToGel(model1, "EL")
evalObjective(model2, theta, lambda=c(.1,.2,.3))

gmm4 documentation built on Dec. 6, 2019, 3:01 a.m.