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

Description Usage Arguments Methods Examples

It allows to merge gmmModels classes into system GMM objects.

## S4 method for signature 'linearGmm,linearGmm'
merge(x, y, ...)

## S4 method for signature 'nonlinearGmm,nonlinearGmm'
merge(x, y, ...)

## S4 method for signature 'slinearGmm,linearGmm'
merge(x, y, ...)

## S4 method for signature 'snonlinearGmm,nonlinearGmm'
merge(x, y, ...)

`x`	An object on which the other objects are merged to.
`y`	An object to be merged to `x`.
`...`	Other objects of the same class as `y` to be merged to `x`.

signature(x = "linearGmm", y = "linearGmm"): Merging linear models into a system of equations.
signature(x = "nonlinearGmm", y = "nonlinearGmm"): Merging nonlinear models into a system of equations.
signature(x = "slinearGmm", y = "linearGmm"): Adding linear equations to a system of linear equations.
signature(x = "snonlinearGmm", y = "nonlinearGmm"): Adding nonlinear equations to a system of nonlinear equations.

data(simData)
g1 <- y1~x1+x4; h1 <- ~z1+z2+z3+z4+x4
g2 <- y2~x1+x2+x3; h2 <- ~z1+z2+z3+z4+x3
g3 <- y3~x2+x3+x4; h3 <- ~z2+z3+z4+x3+x4
## Linear models
m1 <- gmmModel(g1, h1, data=simData)
m2 <- gmmModel(g2, h2, data=simData)
m3 <- gmmModel(g3, h3, data=simData)

##
(sys1 <- merge(m1, m2))

## add an equation to the model

(sys2 <- merge(sys1, m3))

## want to get back the first?

sys2[1:2]

## Nonlinear (not really, just written as nonlinear)

nlg <- list(y1~theta0+theta1*x1+theta2*x4,
            y2~alpha0+alpha1*x1+alpha2*x2+alpha3*x3,
            y3~beta0+beta1*x2+beta2*x3+beta3*x4)
theta0 <- list(c(theta0=1,theta1=2,theta2=3),
              c(alpha0=1,alpha1=2,alpha2=3, alpha3=4),
              c(beta0=1,beta1=2,beta2=3,beta3=4))

nm1 <- gmmModel(nlg[[1]], h1, theta0[[1]], data=simData)
nm2 <- gmmModel(nlg[[2]], h2, theta0[[2]], data=simData)
nm3 <- gmmModel(nlg[[3]], h3, theta0[[3]], data=simData)

merge(nm1, nm2, nm3)