rformulaGmm-class: Class '"rformulaGmm"'

In gmm4: S4 Generalized Method of Moments

Description

Class for GMM models in which the moment conditons are defined through a formula and the coefficients are restricted.

Objects from the Class

Objects can be created by calls of the form new("rformulaGmm", ...). The constructor is restModel.

Slots

R:

Object of class "list" ~~

cstSpec:

Object of class "list" ~~

modelF:

Object of class "data.frame" ~~

vcov:

Object of class "character" ~~

theta0:

Object of class "numeric" ~~

n:

Object of class "integer" ~~

q:

Object of class "integer" ~~

k:

Object of class "integer" ~~

parNames:

Object of class "character" ~~

momNames:

Object of class "character" ~~

fRHS:

Object of class "list" ~~

fLHS:

Object of class "list" ~~

vcovOptions:

Object of class "list" ~~

centeredVcov:

Object of class "logical" ~~

varNames:

Object of class "character" ~~

isEndo:

Object of class "logical" ~~

isMDE:

Object of class "logical" ~~

Extends

Class "functionGmm", directly. Class "rgmmModels", directly. Class "allNLGmm", by class "functionGmm", distance 2. Class "gmmModels", by class "functionGmm", distance 2.

Methods

[

signature(x = "rfunctionGmm", i = "integer", j = "ANY"): ...

coef

signature(object = "rfunctionGmm"): ...

getRestrict

signature(object = "rfunctionGmm"): ...

modelDims

signature(object = "rfunctionGmm"): ...

print

signature(x = "rfunctionGmm"): ...

printRestrict

signature(object = "rfunctionGmm"): ...

Examples

showClass("rfunctionGmm")

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