coef-methods: Methods for Function 'coef' in Package 'stats'
In momentfit: Methods of Moments

coef-methods

R Documentation

Methods for Function `coef` in Package stats

Description

It extract the coefficient estimates of some moment-based models.

Methods

signature(object = "gmmfit")
signature(object = "gelfit")
signature(object = "sgmmfit")
signature(object = "momentModel")
signature(object = "rlinearModel"): It gives the unrestricted representation of a restricted model. See examples.
signature(object = "rslinearModel"): It gives the unrestricted representation of a restricted model.
signature(object = "rsnonlinearModel"): It gives the unrestricted representation of a restricted model.
signature(object = "rfunctionModel"): It gives the unrestricted representation of a restricted model. See examples.
signature(object = "rformulaModel"): It gives the unrestricted representation of a restricted model. See examples.
signature(object = "rnonlinearModel"): It gives the unrestricted representation of a restricted nonlinear model.

Examples

data(simData)
model1 <- momentModel(y~x1+x2+x3+z1, ~x1+x2+z1+z2+z3+z4, data=simData)
res1 <- gmmFit(model1)
coef(res1)

### Restricted models
rmodel1 <- restModel(model1, R=c("x1=1", "x2=2*x3"))
res2 <- gmmFit(rmodel1)
res2
coef(rmodel1, coef(res2))

momentfit documentation built on Sept. 20, 2023, 3:01 a.m.