evalGmmObj-methods: ~~ Methods for Function 'evalGmmObj' in Package 'momentfit'...

In momentfit: Methods of Moments

~~ Methods for Function evalGmmObj in Package momentfit ~~

Description

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

Usage

## S4 method for signature 'momentModel,numeric,momentWeights'
evalGmmObj(object, theta,
wObj, ...)

## S4 method for signature 'sysModel,list,sysMomentWeights'
evalGmmObj(object, theta,
wObj, ...)

Arguments

object	An object of class "momentModel", or "sysMomentModels".
theta	The vector for coefficients for single equation, or a list of vector for system of equations.
wObj	An object of class "momentWeights" or "sysMomentWeights".
...	Arguments to pass to other methods

Methods

signature(object = "momentModel", theta = "numeric", wObj = "momentWeights")

signature(object = "sysModel", theta = "list", wObj = "sysMomentWeights")

Examples

data(simData)

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

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