coef-methods {gmm4}R Documentation

~~ Methods for Function coef in Package stats ~~

Description

It extract the coefficient estimates of some GMM objects.

Methods

signature(object = "gmmfit")
signature(object = "gelfit")
signature(object = "sgmmfit")
signature(object = "gmmModels")
signature(object = "rlinearGmm")

It gives the unrestricted representation of a restricted model. See examples.

signature(object = "rslinearGmm")

It gives the unrestricted representation of a restricted model.

signature(object = "rfunctionGmm")

It gives the unrestricted representation of a restricted model. See examples.

signature(object = "rformulaGmm")

It gives the unrestricted representation of a restricted model. See examples.

signature(object = "rnonlinearGmm")

It gives the unrestricted representation of a restricted nonlinear model.

Examples

data(simData)
model1 <- gmmModel(y~x1+x2+x3+z1, ~x1+x2+z1+z2+z3+z4, data=simData)
res1 <- modelFit(model1)
coef(res1)

### Restricted models
rmodel1 <- restGmmModel(model1, R=c("x1=1", "x2=2*x3"))
res2 <- modelFit(rmodel1)
res2
coef(rmodel1, coef(res2))

[Package gmm4 version 0.0-2 Index]