sgmmfit-class

Class to store fitted system of equations obtained using the GMM method.

classes

Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).

Pierre Chausse

momentfit

Methods of Moments

sgmmfit-class function

Objects can be created by calls of the form <code>new("sgmmfit", ...)</code>.
It is created by <code>gmmFit</code>.

Objects from the Class

<dl>
 <dt><code>theta</code>:</dt>
<dd>Object of class <code>"list"</code> ~~</dd> <dt><code>convergence</code>:</dt>
<dd>Object of class <code>"numericORNULL"</code> ~~</dd> <dt><code>convIter</code>:</dt>
<dd>Object of class <code>"numericORNULL"</code> ~~</dd> <dt><code>call</code>:</dt>
<dd>Object of class <code>"callORNULL"</code> ~~</dd> <dt><code>type</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd> <dt><code>wObj</code>:</dt>
<dd>Object of class <code>"sysMomentWeights"</code> ~~</dd> <dt><code>niter</code>:</dt>
<dd>Object of class <code>"integer"</code> ~~</dd> <dt><code>efficientGmm</code>:</dt>
<dd>Object of class <code>"logical"</code> ~~</dd> <dt><code>model</code>:</dt>
<dd>Object of class <code>"sysModel"</code> ~~</dd> 
</dl>

Slots

<dl>
 <dt>bread</dt>
<dd><code>signature(x = "sgmmfit")</code>: ...</dd> <dt>coef</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd> <dt>hypothesisTest</dt>
<dd><code>signature(object.u = "missing", object.r = "sgmmfit")</code>: ...</dd> <dt>hypothesisTest</dt>
<dd><code>signature(object.u = "sgmmfit", object.r = "missing")</code>: ...</dd> <dt>hypothesisTest</dt>
<dd><code>signature(object.u = "sgmmfit", object.r = "sgmmfit")</code>: ...</dd> <dt>meatGmm</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd> <dt>print</dt>
<dd><code>signature(x = "sgmmfit")</code>: ...</dd> <dt>residuals</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd> <dt>show</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd> <dt>specTest</dt>
<dd><code>signature(object = "sgmmfit", which = "missing")</code>: ...</dd> <dt>summary</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd> <dt>vcov</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>	 
</dl>

Methods

Class "sgmmfit" — sgmmfit-class

<dl>
 <dt><code>theta</code>:</dt>
<dd>Object of class <code>"list"</code> ~~</dd>

 <dt><code>convergence</code>:</dt>
<dd>Object of class <code>"numericORNULL"</code> ~~</dd>

 <dt><code>convIter</code>:</dt>
<dd>Object of class <code>"numericORNULL"</code> ~~</dd>

 <dt><code>call</code>:</dt>
<dd>Object of class <code>"callORNULL"</code> ~~</dd>

 <dt><code>type</code>:</dt>
<dd>Object of class <code>"character"</code> ~~</dd>

 <dt><code>wObj</code>:</dt>
<dd>Object of class <code>"sysMomentWeights"</code> ~~</dd>

 <dt><code>niter</code>:</dt>
<dd>Object of class <code>"integer"</code> ~~</dd>

 <dt><code>efficientGmm</code>:</dt>
<dd>Object of class <code>"logical"</code> ~~</dd>

 <dt><code>model</code>:</dt>
<dd>Object of class <code>"sysModel"</code> ~~</dd>

 
</dl>

<dl>
 <dt>bread</dt>
<dd><code>signature(x = "sgmmfit")</code>: ...</dd>

 <dt>coef</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>

 <dt>hypothesisTest</dt>
<dd><code>signature(object.u = "missing", object.r = "sgmmfit")</code>: ...</dd>

 <dt>hypothesisTest</dt>
<dd><code>signature(object.u = "sgmmfit", object.r = "missing")</code>: ...</dd>

 <dt>hypothesisTest</dt>
<dd><code>signature(object.u = "sgmmfit", object.r = "sgmmfit")</code>: ...</dd>

 <dt>meatGmm</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>

 <dt>print</dt>
<dd><code>signature(x = "sgmmfit")</code>: ...</dd>

 <dt>residuals</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>

 <dt>show</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>

 <dt>specTest</dt>
<dd><code>signature(object = "sgmmfit", which = "missing")</code>: ...</dd>

 <dt>summary</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>

 <dt>vcov</dt>
<dd><code>signature(object = "sgmmfit")</code>: ...</dd>

	 
</dl>

sgmmfit-class: Class `"sgmmfit"`

Description

Arguments

Objects from the Class

Slots

Methods

Examples