# evalWeights-methods: Methods for Function 'evalWeights' in Package 'Gmm' In gmm4: S4 Generalized Method of Moments

## Description

This is a constructor for objects of class `gmmWeights`

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11``` ```## S4 method for signature 'gmmModels' evalWeights(object, theta=NULL, w="optimal", ...) ## S4 method for signature 'sysGmmModels' evalWeights(object, theta = NULL, w="optimal", wObj=NULL) ## S4 method for signature 'rslinearGmm' evalWeights(object, theta = NULL, w="optimal", wObj=NULL) ```

## Arguments

 `object` Object of class `gmmModels` `theta` The vector of coefficients to compute the optimal weights. If `NULL`, `theta0` for the object is used. `w` A matrix for fixed weights, one of `"optimal"` or `"ident"` `wObj` An object of class `"sysGmmWeights"`. Providing it avoid having to recompute Z'Z. `...` Arguments to pass to other methods

## Methods

`signature(object = "gmmModels")`
`signature(object = "sysGmmModels")`
`signature(object = "rslinearGmm")`

System of equations with restrictions on the coefficients. It only affects the computation of the weights when there are cross-equation restrictions.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ```data(simData) theta <- c(beta0=1,beta1=2) model1 <- gmmModel(y~x1, ~z1+z2, data=simData) ## Identity weights object wObj1 <- evalWeights(model1, w="ident") ## Identity weights object (an alternative way less efficient) wObj1 <- evalWeights(model1, w=diag(3)) ## Optimal weights wObj1 <- evalWeights(model1, theta, w="optimal") ```

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