update-methods {gmm4} | R Documentation |
update
in Package stats ~~The method is used to refit the model by GMM with either a different
method or with modifications to the gmmModels
## S4 method for signature 'gmmfit' update(object, ...)
object |
GMM fit object |
... |
Arguments to modify the model or the GMM method |
signature(object = "ANY")
signature(object = "gmmfit")
x <- rchisq(200,5) z1 <- rnorm(200) z2 <- .2*x+rnorm(200) y <- x+rnorm(200) dat <- data.frame(y=y,z1=z1,x=x,z2=z2) theta <- c(beta0=1,beta1=2) model1 <- gmmModel(y~x, ~z1+z2, data=dat) (res <- modelFit(model1)) ## lets change to iterative update(res, type="iter") ## Let change the HAC specification in the model1 object ## to MDS update(res, vcov="MDS")