evalObjective-methods {gmm4}R Documentation

~~ Methods for Function evalObjective in Package Gmm ~~

Description

~~ Methods to compute the GMM objective function. ~~

Usage

## S4 method for signature 'gmmModels,numeric,gmmWeights'
evalObjective(object, theta,
wObj, ...)

## S4 method for signature 'gelModels,numeric,missing'
evalObjective(object, theta,
wObj, lambda, ...)

## S4 method for signature 'sysGmmModels,list,sysGmmWeights'
evalObjective(object, theta,
wObj, ...)

Arguments

object

An object of class "gmmModels", "gelModels" or "sysGmmModels".

theta

The vector for coefficients for single equation, or a list of vector for system of equations.

wObj

An object of class "gmmWeights" or "sysGmmWeights".

lambda

Vector of Lagrange multiplier for "gmmModels" objects

...

Arguments to pass to other methods

Methods

signature(object = "gmmModels", theta = "numeric", wObj = "gmmWeights")

Examples

data(simData)

theta <- c(beta0=1,beta1=2)
model1 <- gmmModel(y~x1, ~z1+z2, data=simData)
w <- evalWeights(model1, theta)
evalObjective(model1, theta, w)

model2 <- gmmToGel(model1, "EL")
evalObjective(model2, theta, lambda=c(.1,.2,.3))


[Package gmm4 version 0.2-0 Index]