evalWeights-methods {momentfit} | R Documentation |
evalWeights
in Package GmmThis is a constructor for objects of class momentWeights
## S4 method for signature 'momentModel' evalWeights(object, theta=NULL, w="optimal", ...) ## S4 method for signature 'sysModel' evalWeights(object, theta = NULL, w="optimal", wObj=NULL) ## S4 method for signature 'rslinearModel' evalWeights(object, theta = NULL, w="optimal", wObj=NULL)
object |
Object of class |
theta |
The vector of coefficients to compute the optimal
weights. If |
w |
A matrix for fixed weights, one of |
wObj |
An object of class |
... |
Arguments to pass to other methods |
signature(object = "momentModel")
signature(object = "sysModel")
signature(object = "rslinearModel")
System of equations with restrictions on the coefficients. It only affects the computation of the weights when there are cross-equation restrictions.
data(simData) theta <- c(beta0=1,beta1=2) model1 <- momentModel(y~x1, ~z1+z2, data=simData) ## Identity weights object wObj1 <- evalWeights(model1, w="ident") ## Identity weights object (an alternative way less efficient) wObj1 <- evalWeights(model1, w=diag(3)) ## Optimal weights wObj1 <- evalWeights(model1, theta, w="optimal")