momentVcov-methods {gmm4} | R Documentation |
momentVcov
in Package Gmm ~~It computes the estimated covariance matrix of the moment
conditions based on the it is defined in the "gmmModels"
class object.
signature(object = "gmmModels")
signature(object = "gelModels")
signature(object = "sysGmmModels")
data(simData) theta <- c(beta0=1,beta1=2) model1 <- gmmModel(y~x1, ~z1+z2, data=simData) momentVcov(model1, theta)[,] model2 <- gmmModel(y~x1, ~z1+z2, data=simData, vcov="iid") momentVcov(model2, theta) model3 <- gmmModel(y~x1, ~z1+z2, data=simData, vcov="MDS") momentVcov(model3, theta)