momentfit (version 0.5)

linearModel-class: Class "linearModel"

Description

Class for moment-based models for which moment conditions are linear and expressed by a formula.

Objects from the Class

Objects can be created by calls of the form new("linearModel", ...). It is generated my momentModel.

Slots

modelF:

Object of class "data.frame" ~~

instF:

Object of class "data.frame" ~~

vcov:

Object of class "character" ~~

n:

Object of class "integer" ~~

q:

Object of class "integer" ~~

k:

Object of class "integer" ~~

parNames:

Object of class "character" ~~

momNames:

Object of class "character" ~~

vcovOptions:

Object of class "list" ~~

centeredVcov:

Object of class "logical" ~~

varNames:

Object of class "character" ~~

isEndo:

Object of class "logical" ~~

omit:

Object of class "integer" ~~

survOptions:

Object of class "list" ~~

sSpec:

Object of class "sSpec" ~~

smooth:

Object of class "logical" ~~

Extends

Class "regModel", directly. Class "momentModel", directly.

Methods

Dresiduals

signature(object = "linearModel"): ...

merge

signature(x = "linearModel", y = "linearModel"): ...

merge

signature(x = "slinearModel", y = "linearModel"): ...

model.matrix

signature(object = "linearModel"): ...

modelDims

signature(object = "linearModel"): ...

modelResponse

signature(object = "linearModel"): ...

momentStrength

signature(object = "linearModel"): ...

residuals

signature(object = "linearModel"): ...

restModel

signature(object = "linearModel"): ...

solveGmm

signature(object = "linearModel", wObj = "momentWeights"): ...

tsls

signature(model = "linearModel"): ...

Examples

showClass("linearModel")