residuals-methods {gmm4} | R Documentation |
residuals
in Package stats ~~It computes the residual for a given coefficient vector, when the model
is a linear of nonlinear regression with instruments. The method can be
called on a gmmModels
class for a given coefficient theta or on a
gmmfit
object.
signature(object = "rslinearGmm")
signature(object = "linearGmm")
signature(object = "nonlinearGmm")
signature(object = "gmmfit")
signature(object = "gelfit")
signature(object = "sgmmfit")
signature(object = "sysGmmModels")
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) ## residuals for a given theta e <- residuals(model1, theta) ## residuals of the fit res <- modelFit(model1) e <- residuals(res)