evalGmmObj-methods {momentfit} | R Documentation |
evalGmmObj
in Package momentfit ~~~~ Methods to compute the GMM objective function. ~~
## S4 method for signature 'momentModel,numeric,momentWeights' evalGmmObj(object, theta, wObj, ...) ## S4 method for signature 'sysModel,list,sysMomentWeights' evalGmmObj(object, theta, wObj, ...)
object |
An object of class |
theta |
The vector for coefficients for single equation, or a list of vector for system of equations. |
wObj |
An object of class |
... |
Arguments to pass to other methods |
signature(object = "momentModel", theta = "numeric",
wObj = "momentWeights")
signature(object = "sysModel", theta = "list",
wObj = "sysMomentWeights")
data(simData) theta <- c(beta0=1,beta1=2) model1 <- momentModel(y~x1, ~z1+z2, data=simData) w <- evalWeights(model1, theta) evalGmmObj(model1, theta, w)