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

Description Usage Arguments Methods Examples

~~ Computes the quadratic form, where the center matrix is a class gmmWeights object ~~

## S4 method for signature 'gmmWeights,missing,missing'
quadra(w, x, y)

## S4 method for signature 'gmmWeights,matrixORnumeric,missing'
quadra(w, x, y)

## S4 method for signature 'gmmWeights,matrixORnumeric,matrixORnumeric'
quadra(w, x, y)

`w`	An object of class `"gmmWeights"`
`x`	A matrix or numeric vector
`y`	A matrix or numeric vector

signature(w = "gmmWeights", x = "matrixORnumeric", y = "matrixORnumeric"): It computes x'Wy, where W is the weighting matrix.
signature(w = "gmmWeights", x = "matrixORnumeric", y = "missing"): It computes x'Wx, where W is the weighting matrix.
signature(w = "gmmWeights", x = "missing", y = "missing"): It computes W, where W is the weighting matrix. When W is the inverse of the covariance matrix of the moment conditions, it is saved as either a QR decompisition, a Cholesky decomposition or a covariance matrix into the gmmWeights object. The quadra method with no y and x is therefore a way to invert it. The same applies to system of equations

data(simData)

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

gbar <- evalMoment(model1, theta)
gbar <- colMeans(gbar)

### Onjective function of GMM with identity matrix
wObj <- evalWeights(model1, w="ident")
quadra(wObj, gbar)

### Onjective function of GMM with efficient weights
wObj <- evalWeights(model1, theta)
quadra(wObj, gbar)