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

In momentfit: Methods of Moments

~~ Methods for Function evalGelObj in Package Gmm ~~

Description

~~ Methods to compute the GEL objective function. ~~

Usage

## S4 method for signature 'momentModel,numeric,numeric'
evalGelObj(object, theta,
                                                   lambda, gelType,
                                                   rhoFct=NULL, ...)

Arguments

object	An object of class "momentModel"
theta	The vector for coefficients.
lambda	Vector of Lagrange multiplier.
gelType	The type of GEL. It is either "EL", "ET", "EEL", "HD", "ETEL" or "ETHD".
rhoFct	An alternative objective function for GEL. This argument is only used if we want to fit the model with a different GEL method. see rhoFct.
...	Arguments to pass to other methods

Methods

signature(object = "momentModel", theta = "numeric", lambda = "numeric")

Examples

data(simData)

theta <- c(beta0=1,beta1=2)
model1 <- momentModel(y~x1, ~z1+z2, data=simData)
evalGelObj(model1, theta, c(.2,.3,.4), gelType="EL")

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