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

## 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

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.