momentfit (version 0.5)

evalGelObj-methods: ~~ Methods for Function evalGelObj in Package Gmm ~~

Description

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

Usage

# S4 method for momentModel,numeric,numeric
evalGelObj(object, theta,
                                                   lambda, gelType,
                                                   rhoFct=NULL, ...)

Arguments

object

An object of class "momentModel"

theta

The vector for coefficients.

lambda

Vector of Lagrange multiplier.

gelType

The type of GEL. It is either "EL", "ET", "EEL", "HD", "ETEL" or "ETHD".

rhoFct

An alternative objective function for GEL. This argument is only used if we want to fit the model with a different GEL method. see rhoFct.

...

Arguments to pass to other methods

Methods

signature(object = "momentModel", theta = "numeric", lambda = "numeric")

Examples

data(simData)

theta <- c(beta0=1,beta1=2)
model1 <- momentModel(y~x1, ~z1+z2, data=simData)
evalGelObj(model1, theta, c(.2,.3,.4), gelType="EL")