momentfit (version 0.5)

rnonlinearModel-class: Class "rnonlinearModel"

Description

A class for restricted moment-based models for which moment conditions are orthogonality conditions between instruments and the residuals from a nonlinear regression.

Objects from the Class

Objects can be created by calls of the form new("rnonlinearModel", ...). It is created by restModel-methods.

Slots

R:

Object of class "list" ~~

cstSpec:

Object of class "list" ~~

modelF:

Object of class "data.frame" ~~

instF:

Object of class "data.frame" ~~

vcov:

Object of class "character" ~~

theta0:

Object of class "numeric" ~~

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" ~~

fRHS:

Object of class "expression" ~~

fLHS:

Object of class "expressionORNULL" ~~

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 "nonlinearModel", directly. Class "rmomentModel", directly. Class "regModel", by class "nonlinearModel", distance 2. Class "allNLModel", by class "nonlinearModel", distance 2. Class "momentModel", by class "nonlinearModel", distance 2.

Methods

coef

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

evalDMoment

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

getRestrict

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

gmmFit

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

modelDims

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

print

signature(x = "rnonlinearModel"): ...

printRestrict

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

Examples

showClass("rnonlinearModel")