Methods of Moments


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Documentation for package ‘momentfit’ version 0.6

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A B C D E F G H K L M N P Q R S T U V W misc

-- A --

allNLModel-class Class '"allNLModel"'

-- B --

bread ~~ Methods for Function 'bread' in Package 'sandwich' ~~
bread-method ~~ Methods for Function 'bread' in Package 'sandwich' ~~
bread-methods ~~ Methods for Function 'bread' in Package 'sandwich' ~~

-- C --

CDtest Tests for weak Instruments
CigarettesSW Cigarette Consumption Panel Data
coef-method ~~ Methods for Function 'coef' in Package 'stats' ~~
coef-methods ~~ Methods for Function 'coef' in Package 'stats' ~~
confint-class Class '"confint"'
confint-method ~~ Methods for Function 'confint' in Package 'stats' ~~
confint-methods ~~ Methods for Function 'confint' in Package 'stats' ~~
ConsumptionG Consumption data from Greene (2012) applications.

-- D --

Dresiduals ~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~
Dresiduals-method ~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~
Dresiduals-methods ~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~
DWH ~~ Methods for Function 'DWH' in Package 'momentfit' ~~
DWH-method ~~ Methods for Function 'DWH' in Package 'momentfit' ~~
DWH-methods ~~ Methods for Function 'DWH' in Package 'momentfit' ~~

-- E --

EEL_lam Algorithms to solve for the Lagrange multiplier
estfun-method ~~ Methods for Function 'estfun' in Package 'sandwich' ~~
estfun-methods ~~ Methods for Function 'estfun' in Package 'sandwich' ~~
ETXX_lam Algorithms to solve for the Lagrange multiplier
evalDMoment ~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~
evalDMoment-method ~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~
evalDMoment-methods ~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~
evalGel ~~ Methods for Function 'evalGel' in Package 'modelfit' ~~
evalGel-method ~~ Methods for Function 'evalGel' in Package 'modelfit' ~~
evalGel-methods ~~ Methods for Function 'evalGel' in Package 'modelfit' ~~
evalGelObj ~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~
evalGelObj-method ~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~
evalGelObj-methods ~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~
evalGmm ~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~
evalGmm-method ~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~
evalGmm-methods ~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~
evalGmmObj ~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~
evalGmmObj-method ~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~
evalGmmObj-methods ~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~
evalMoment ~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~
evalMoment-method ~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~
evalMoment-methods ~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~
evalWeights Methods for Function 'evalWeights' in Package 'Gmm'
evalWeights-method Methods for Function 'evalWeights' in Package 'Gmm'
evalWeights-methods Methods for Function 'evalWeights' in Package 'Gmm'

-- F --

formulaModel-class Class '"formulaModel"'
functionModel-class Class '"functionModel"'

-- G --

gel4 GEL estimation
gelFit ~~ Methods for Function 'gelFit' in Package 'momentfit' ~~
gelfit-class Class '"gelfit"'
gelFit-method ~~ Methods for Function 'gelFit' in Package 'momentfit' ~~
gelFit-methods ~~ Methods for Function 'gelFit' in Package 'momentfit' ~~
getImpProb ~~ Methods for Function 'getImpProb' in Package 'momenfit' ~~
getImpProb-method ~~ Methods for Function 'getImpProb' in Package 'momenfit' ~~
getK K-Class Estimation Method
getLambda Algorithms to solve for the Lagrange multiplier
getRestrict ~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~
getRestrict-method ~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~
getRestrict-methods ~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~
gmm4 GMM estimation
gmmFit ~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~
gmmfit-class Class '"gmmfit"'
gmmFit-method ~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~
gmmFit-methods ~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~
Griliches Return to Education Data

-- H --

HealthRWM Health data from Greene (2012) applications.
hypothesisTest ~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~
hypothesisTest-class Class '"hypothesisTest"'
hypothesisTest-method ~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~
hypothesisTest-methods ~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~

-- K --

kclassfit K-Class Estimation Method
kclassfit-class Class '"kclassfit"'
kernapply A kernel smoothing utility for '"momentModel"' classes
kernapply-method A kernel smoothing utility for '"momentModel"' classes
kernapply-methods A kernel smoothing utility for '"momentModel"' classes
Klein Klein (1950) macro data.

-- L --

LabourCR Labour data from Greene (2012) applications,
LewMertest Tests for weak Instruments
linearModel-class Class '"linearModel"'
lse Least Squares Methods for Moment Models
lse-method Least Squares Methods for Moment Models
lse-methods Least Squares Methods for Moment Models
lsefit-class Class '"lsefit"'

-- M --

ManufactCost Manufacturing Costs data from Bernt and Wood (1975)
mconfint-class Class '"mconfint"'
meatGmm ~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~
meatGmm-method ~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~
meatGmm-methods ~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~
merge ~~ Methods for Function 'merge' in Package 'base' ~~
merge-method ~~ Methods for Function 'merge' in Package 'base' ~~
merge-methods ~~ Methods for Function 'merge' in Package 'base' ~~
model.matrix ~~ Methods for Function 'model.matrix' in Package 'stats' ~~
model.matrix-method ~~ Methods for Function 'model.matrix' in Package 'stats' ~~
model.matrix-methods ~~ Methods for Function 'model.matrix' in Package 'stats' ~~
modelDims Methods for Function 'modelDims'
modelDims-method Methods for Function 'modelDims'
modelDims-methods Methods for Function 'modelDims'
modelResponse ~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~
modelResponse-method ~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~
modelResponse-methods ~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~
momentModel Constructor for '"momentModel"' classes
momentModel-class Class '"momentModel"'
momentStrength ~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~
momentStrength-method ~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~
momentStrength-methods ~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~
momentWeights Class '"momentWeights"'
momentWeights-class Class '"momentWeights"'
momFct Methods for Function 'momFct' in Package 'momentfit'
momFct-method Methods for Function 'momFct' in Package 'momentfit'
momFct-methods Methods for Function 'momFct' in Package 'momentfit'
MOPtest Tests for weak Instruments
Mroz Labour data on married women

-- N --

nonlinearModel-class Class '"nonlinearModel"'

-- P --

plot-method ~~ Methods for Function 'plot' from package 'graphics' ~~
plot-methods ~~ Methods for Function 'plot' from package 'graphics' ~~
print-method Class '"kclassfit"'
print-method Class '"lsefit"'
print-method Methods for Function 'print' in Package 'base'
print-method Class '"summaryKclass"'
print-methods Methods for Function 'print' in Package 'base'
printRestrict ~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~
printRestrict-method ~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~
printRestrict-methods ~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~

-- Q --

quadra ~~ Methods for Function 'quadra' in Package 'momentfit' ~~
quadra-method ~~ Methods for Function 'quadra' in Package 'momentfit' ~~
quadra-methods ~~ Methods for Function 'quadra' in Package 'momentfit' ~~

-- R --

REEL_lam Algorithms to solve for the Lagrange multiplier
regModel-class Class '"regModel"'
residuals-method ~~ Methods for Function 'residuals' in Package 'stats' ~~
residuals-methods ~~ Methods for Function 'residuals' in Package 'stats' ~~
restModel ~~ Methods for Function 'restModel' in Package 'momentfit' ~~
restModel-method ~~ Methods for Function 'restModel' in Package 'momentfit' ~~
restModel-methods ~~ Methods for Function 'restModel' in Package 'momentfit' ~~
rformulaModel-class Class '"rformulaModel"'
rfunctionModel-class Class '"rfunctionModel"'
rhoEEL GEL objective functions
rhoEL GEL objective functions
rhoET GEL objective functions
rhoETEL GEL objective functions
rhoETHD GEL objective functions
rhoFct GEL objective functions
rhoHD GEL objective functions
rhoREEL GEL objective functions
rlinearModel-class Class '"rlinearModel"'
rmomentModel-class Class '"rmomentModel"'
rnonlinearModel-class Class '"rnonlinearModel"'
rslinearModel-class Class '"rslinearModel"'
rsnonlinearModel-class Class '"rsnonlinearModel"'
rsysModel-class Class '"rsysModel"'

-- S --

setCoef Methods for Function 'setCoef' in Package 'momentfit' ~~
setCoef-method Methods for Function 'setCoef' in Package 'momentfit' ~~
setCoef-methods Methods for Function 'setCoef' in Package 'momentfit' ~~
sfunctionModel-class Class '"sfunctionModel"'
sgmmfit-class Class '"sgmmfit"'
show-method Class '"kclassfit"'
show-method Class '"lsefit"'
show-method ~~ Methods for Function 'show' in Package 'methods' ~~
show-method Class '"summaryKclass"'
show-methods ~~ Methods for Function 'show' in Package 'methods' ~~
simData Simulated data.
slinearModel-class Class '"slinearModel"'
snonlinearModel-class Class '"snonlinearModel"'
solveGel ~~ Methods for Function 'solveGel' in Package 'momentfit' ~~
solveGel-method ~~ Methods for Function 'solveGel' in Package 'momentfit' ~~
solveGel-methods ~~ Methods for Function 'solveGel' in Package 'momentfit' ~~
solveGmm ~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~
solveGmm-method ~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~
solveGmm-methods ~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~
specTest ~~ Methods for Function 'specTest' in Package 'momentfit' ~~
specTest-class Class '"specTest"'
specTest-method Class '"kclassfit"'
specTest-method ~~ Methods for Function 'specTest' in Package 'momentfit' ~~
specTest-methods ~~ Methods for Function 'specTest' in Package 'momentfit' ~~
sSpec-class Class '"sSpec"'
stsls-class Class '"stsls"'
subset Subsetting methods
subset-method Subsetting methods
summary ~~ Methods for Function 'summary' in Package 'base' ~~
summary-method Class '"kclassfit"'
summary-method ~~ Methods for Function 'summary' in Package 'base' ~~
summary-methods ~~ Methods for Function 'summary' in Package 'base' ~~
summaryGel-class Class '"summaryGel"'
summaryGmm-class Class '"summaryGmm"'
summaryKclass-class Class '"summaryKclass"'
summarySysGmm-class Class '"summarySysGmm"'
SWtest Tests for weak Instruments
sysModel-class Class '"sysModel"'
sysMomentModel Constructor for '"sysMomentModel"' classes
sysMomentWeights-class Class '"sysMomentWeights"'
systemGmm A guide to estimating systems of equations
SYTables Tests for weak Instruments

-- T --

ThreeSLS ~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~
ThreeSLS-method ~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~
ThreeSLS-method GMM estimation
ThreeSLS-methods ~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~
tsls ~~ Methods for Function 'tsls' in Package 'momentfit' ~~
tsls-class Class '"tsls"'
tsls-method GMM estimation
tsls-method ~~ Methods for Function 'tsls' in Package 'momentfit' ~~
tsls-methods ~~ Methods for Function 'tsls' in Package 'momentfit' ~~

-- U --

update-method ~~ Methods for Function 'update' in Package 'stats' ~~
update-methods ~~ Methods for Function 'update' in Package 'stats' ~~

-- V --

vcov-method ~~ Methods for Function 'vcov' in Package 'stats' ~~
vcov-methods ~~ Methods for Function 'vcov' in Package 'stats' ~~
vcovHAC-method ~~ Methods for Function 'vcovHAC' in Package 'sandwich' ~~
vcovHAC-methods ~~ Methods for Function 'vcovHAC' in Package 'sandwich' ~~

-- W --

Wu_lam Algorithms to solve for the Lagrange multiplier

-- misc --

[-method Subsetting methods
[-methods Subsetting methods