lse-methods: Least Squares Methods for Moment Models
In momentfit: Methods of Moments
lse-methods R Documentation
Least Squares Methods for Moment Models
Description
It estimates models defined in the package by least squares. At the
moment, it only applies to linearModel objects and it is
estimated using lm.
Methods
signature(model = "linearModel")-
It ignores the instruments and simply fits the linear model with LSE.
Examples
data(simData)
mod <- momentModel(y~x1, ~z1+z2, vcov="MDS", data=simData)
lse(mod)
momentfit documentation built on June 26, 2024, 3 p.m.
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| lse-methods | R Documentation |
Least Squares Methods for Moment Models
Description
It estimates models defined in the package by least squares. At the
moment, it only applies to linearModel objects and it is
estimated using lm.
Methods
signature(model = "linearModel")-
It ignores the instruments and simply fits the linear model with LSE.
Examples
data(simData)
mod <- momentModel(y~x1, ~z1+z2, vcov="MDS", data=simData)
lse(mod)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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