Nothing
######## Methods for summaryGmm object
## print
setMethod("print", "summaryGmm",
function(x, digits=5, ...)
{
print(x@model)
ntype <- matrix(c("Two-Step GMM", "Iterated GMM", "CUE",
"One-Step GMM with fixed weights","Two-Stage Least Squares",
"Evaluated at a fixed Theta; No estimation",
"One-Step Efficient M.D.E.",
"twostep","iter","cue","onestep","tsls", "eval","mde"),
ncol=2)
type <- ntype[match(x@type, ntype[, 2]), 1]
if (is.na(type))
type <- x@type
spec <- modelDims(x@model)
if (spec$q == spec$k)
type <- "One-Step, Just-Identified"
cat("\nEstimation: ", type, "\n")
if (nrow(x@coef))
{
if (length(x@convergence))
{
cat("Convergence code: ", x@convergence$code,
" (see help(", x@convergence$algo, "))\n", sep="")
if (!is.null(x@convergence$message))
cat("Convergence message: ", x@convergence$message, "\n", sep="")
}
if (!is.null(x@convIter))
cat("Convergence Iteration: ", x@convIter, "\n")
if (x@type == "iter")
cat("Number of iterations: ", x@niter, "\n")
if (length(x@wSpec) > 0)
{
if (is.numeric(x@model@vcovOptions$bw))
cat("Fixed Bandwidth: ", round(x@wSpec$bw, 3), "\n", sep="")
else
cat(x@model@vcovOptions$bw,
" Bandwidth: ", round(x@wSpec$bw, 3), "\n", sep="")
}
if (x@breadOnly)
{
cat("vcov type: Bread \n")
} else {
cat("Sandwich vcov: ", x@sandwich, "\n", sep="")
if (x@sandwich && x@model@vcov == "MDS")
{
v <- ifelse(x@df.adj, "HC1", "HC0")
cat("Type of sandwich HCCM :", v, "\n", sep="")
} else if (x@sandwich && x@model@vcov == "HAC") {
cat("Type of sandwich HAC: as specified in the model definition\n")
}
}
cat("coefficients:\n")
printCoefmat(x@coef, digits=digits, ...)
} else {
cat("coefficients:\n\tNo estimated coefficients\n")
}
print(x@specTest)
str <- x@strength
if (!is.null(str$strength)) {
cat("\n", str$mess, "\n", sep = "")
str <- str$strength
for (i in 1:nrow(str)) cat(rownames(str)[i], ": F(",
str[i, 2], ", ", str[i, 3], ") = ", str[i, 1],
" (P-Vavue = ", str[i, 4], ")\n")
}})
## show
setMethod("show", "summaryGmm", function(object) print(object))
########## System of Equations
## print
setMethod("print", "summarySysGmm",
function(x, digits = 5, ...)
{
print(x@model)
ntype <- matrix(c("Two-Step GMM", "Iterated GMM", "CUE",
"One-Step GMM with fixed weights",
"Equation by Equation Two-Stage Least Squares",
"Evaluated at a fixed Theta; No estimation",
"Equation by Equation Two-Step GMM",
"Equation by Equation Iterated GMM",
"Equation by Equation CUE",
"One-Step GMM with fixed weights",
"Three-Stage Least Squares",
"Full-Information Instrumental Variables Efficient",
"Seemingly Unrelated Regression", "twostep", "iter",
"cue", "onestep", "tsls", "eval", "EBEtwostep",
"EBEiter", "EBEcue", "EBEonestep", "3SLS", "FIVE","SUR"),
ncol = 2)
type <- ntype[match(x@type, ntype[, 2]), 1]
spec <- modelDims(x@model)
if (all(spec$q == spec$k))
type <- "One-Step, All equations are just-identified"
cat("\nEstimation: ", type, "\n")
EbE <- strtrim(x@type, 3) == "EBE"
if (!EbE)
{
if (!is.null(x@convIter))
cat("Convergence Iteration: ", x@convIter, "\n")
if (x@type == "iter")
cat("Number of iterations: ", x@niter, "\n")
if (length(x@wSpec) > 0) {
if (is.numeric(x@model@vcovOptions$bw))
cat("Fixed Bandwidth: ", round(x@wSpec$bw, 3),
"\n", sep = "")
else cat(x@model@vcovOptions$bw, " Bandwidth: ",
round(x@wSpec$bw, 3), "\n", sep = "")
if (length(x@convergence))
{
cat("Convergence code: ", x@convergence$code,
" (see help(", x@convergence$algo, "))\n", sep="")
if (!is.null(x@convergence$message))
cat("Convergence message: ",
x@convergence$message, "\n", sep="")
}
}
}
if (x@breadOnly) {
cat("vcov type: Bread \n")
} else {
cat("Sandwich vcov: ", x@sandwich, "\n", sep = "")
if (x@sandwich && x@model@vcov == "MDS") {
v <- ifelse(x@df.adj, "HC1", "HC0")
cat("Type of sandwich HCCM :", v, "\n", sep = "")
}
else if (x@sandwich && x@model@vcov == "HAC") {
cat("Type of sandwich HAC: as specified in the model definition\n")
}
}
cat("coefficients:\n")
for (i in 1:length(x@coef))
{
sleg <- i==length(x@coef)
str <- x@strength[[i]]
cat("\n",names(x@coef)[i], ": \n", sep="")
if (EbE)
{
if (!is.null(x@convIter))
cat("Convergence Iteration: ", x@convIter[i], "\n")
if (x@type == "EBEiter")
cat("Number of iterations: ", x@niter[i], "\n")
if (length(x@wSpec) > 0) {
if (is.numeric(x@model@bw))
cat("Fixed Bandwidth: ", round(x@wSpec$bw, 3),
"\n", sep = "")
else cat(x@model@bw, " Bandwidth: ",
round(x@wSpec$bw, 3), "\n", sep = "")
}
if (length(x@convergence[[i]]))
{
cat("Convergence code: ", x@convergence[[i]]$code,
" (see help(", x@convergence[[i]]$algo,
"))\n", sep="")
if (!is.null(x@convergence[[i]]$message))
cat("Convergence message: ",
x@convergence[[i]]$message, "\n", sep="")
}
}
printCoefmat(x@coef[[i]], digits = digits, signif.legend=sleg, ...)
if (!is.null(str$strength)) {
cat("\n", str$mess, "\n", sep = "")
str <- str$strength
for (i in 1:nrow(str))
cat(rownames(str)[i], ": F(", str[i, 2], ", ",
str[i, 3], ") = ", str[i, 1], " (P-Vavue = ",
str[i, 4], ")\n")
}
}
print(x@specTest)
})
## show
setMethod("show", "summarySysGmm", function(object) print(object))
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