solveGmm-methods: ~~ Methods for Function 'solveGmm' in Package 'Gmm' ~~

In gmm4: S4 Generalized Method of Moments

Description

~~ Methods for function solveGmm in package Gmm ~~

Usage

## S4 method for signature 'linearGmm,gmmWeights'
solveGmm(object, wObj, theta0=NULL,
...)

## S4 method for signature 'allNLGmm,gmmWeights'
solveGmm(object, wObj, theta0=NULL,
algo=c("optim","nlminb"), ...)

## S4 method for signature 'rnonlinearGmm,gmmWeights'
solveGmm(object, wObj, theta0=NULL,
...)

## S4 method for signature 'slinearGmm,sysGmmWeights'
solveGmm(object, wObj, theta0=NULL)

## S4 method for signature 'rslinearGmm,sysGmmWeights'
solveGmm(object, wObj, theta0=NULL)

## S4 method for signature 'snonlinearGmm,sysGmmWeights'
solveGmm(object, wObj,
theta0=NULL, ...)

Arguments

object	An object of class "linearGmm" or a subclass of the class "allNLGmm", "sysGmmModels" or "rsysGmmModels".
theta0	The vector of coefficients for the starting values used in optim. If NULL, the starting values in the object if used. For system of equations, it is a list of vectors.
wObj	An object of class "gmmWeights" or "sysGmmWeights".
algo	The numerical algorithm to minimize the objective function.
...	Arguments to pass to optim.

Value

A list with the following:

theta	The vector of solution
convergence	convergence code. 0 means normal convergence. For higher numbers, see optim

Methods

signature(object = "allNLGmm", wObj = "gmmWeights")

Method to solve either nonlinear regressions or models in which moments are computed with a function. The objective is minimized using optim.

signature(object = "rnonlinearGmm", wObj = "gmmWeights")

Method to solve restricted nonlinear models. It computes the analytical solution.

signature(object = "linearGmm", wObj = "gmmWeights")

Method to solve linear models. It computes the analytical solution.

signature(object = "slinearGmm", wObj = "sysGmmWeights")

Method to solve system of linear models. It computes the analytical solution.

signature(object = "rslinearGmm", wObj = "sysGmmWeights")

Method to solve system of linear models in which restrictions have been imposed on the coefficients. It computes the analytical solution.

signature(object = "slinearGmm", wObj = "sysGmmWeights")

Method to solve system of nonlinear models. The solution is obtained with optim using the analytical derivatives.

Examples

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

## A manual two-step GMM
w0 <- evalWeights(model1, w="ident")
theta0 <- solveGmm(model1, w0)$theta
w <- evalWeights(model1, theta0)
theta1 <- solveGmm(model1, w)$theta 

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