[-methods {gmm4} | R Documentation |
Different subsetting methods for S4 class objects of the package. The subset method returns an new object with observations selected by the second argument. See example.
signature(x = "gmmWeights", i = "integer", j = "missing")
It creates a partition from the weighting matrix.
signature(x = "gmmWeights", i = "missing", j = "missing")
It generates the whole weighting matrix.
signature(x = "sysGmmWeights", i = "missing", j = "list")
It creates a partition from the weighting matrix. j has no effect here. It creates a partition from the weighting matrix in a systemof equations. i selects the equation and the list j the moments in each equation. Missing i means all equations.
signature(x = "sysGmmWeights", i = "numeric", j =
"missing")
It creates a partition from the weighting matrix. j has no effect here. It creates a partition from the weighting matrix in a systemof equations. i selects the equation and the list j the moments in each equation. Missing j means all moments.
signature(x = "sysGmmWeights", i = "missing", j = "missing")
No effect. It returns x.
signature(x = "snonlinearGmm", i = "numeric", j="missing")
It generates a system of equations with a subset of equations selected
by i. If the number of remaining equations is one, it returns an
object of class "nonlinearGmm"
.
signature(x = "slinearGmm", i = "numeric", j="missing")
It generates a system of equations with a subset of equations selected
by i. If the number of remaining equations is one, it returns an
object of class "linearGmm"
.
signature(x = "rslinearGmm", i = "numeric", j="missing")
It is only use to select one equation when no cross-equation restrictions are imposed. Only one equation can be selected.
signature(x = "sysGmmModels", i = "numeric", j="list")
It generates a system of equations with a subset of equations selected
by i and a subset of moment conditions selected by j. If the number of
remaining equations is one, it returns an object of class "linearGmm"
.
signature(x = "sysGmmModels", i = "missing", j="missing")
No effect. It returns x.
signature(x = "gmmModels", i = "missing", j = "missing")
Returns the model without any change.
signature(x = "functionGmm", i = "numeric", j = "missing")
It generates the same model with a subset of the moment conditions.
signature(x = "formulaGmm", i = "numeric", j = "missing")
It generates the same model with a subset of the moment conditions.
signature(x = "rfuncionGmm", i = "numeric", j = "missing")
It generates the same model with a subset of the moment conditions. j has no effect here.
set.seed(1122) x1 <- rchisq(50,5) x2 <- rchisq(50,5) x3 <- rnorm(50) z1 <- .2*x1+rnorm(50) z2 <- rnorm(50) z3 <- rnorm(50) y <- x1+rnorm(50) dat <- data.frame(y=y,z1=z1,x1=x1,z2=z2,x2=x2,z3=z3,x3=x3) model1 <- gmmModel(y~x1+x2, ~x2+x3+z1+z2+z3, data=dat, vcov="MDS") w <- evalWeights(model1, theta=1:3) w[] w[1:3] ## A model with a subset of the instruments model1[1:4] ## Selecting the observations: subset(model1, x1<3) subset(model1, 1:25)