bread-methods {gmm4} | R Documentation |
bread
in Package sandwich ~~It computes the bread in the sandwich representation of the covariance matrix of the GMM estimator.
## S4 method for signature 'gmmfit' bread(x, ...) ## S4 method for signature 'sgmmfit' bread(x, ...) ## S4 method for signature 'tsls' bread(x, ...)
x |
GMM fit object |
... |
Arguments to pass to other methods |
signature(x = "gmmfit")
signature(x = "sgmmfit")
signature(x = "tsls")
data(simData) theta <- c(beta0=1,beta1=2) model1 <- gmmModel(y~x1, ~z1+z2, data=simData) res <- modelFit(model1) m <- meatGmm(res) b <- bread(res) ## Sandwich vcov b ## TSLS model2 <- gmmModel(y~x1, ~z1+z2, data=simData, vcov="iid") res <- tsls(model2) bread(res)