update-methods {gmm4}R Documentation

~~ Methods for Function update in Package stats ~~

Description

The method is used to refit the model by GMM with either a different method or with modifications to the gmmModels

Usage

## S4 method for signature 'gmmfit'
update(object, ...)

Arguments

object

GMM fit object

...

Arguments to modify the model or the GMM method

Methods

signature(object = "ANY")
signature(object = "gmmfit")

Examples

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")



[Package gmm4 version 0.0-2 Index]