extract
method for gel
objectsextract
method for gel
objects created by the
gel
function in the gmm package.
# S4 method for gel
extract(
model,
include.obj.fcn = TRUE,
include.overidentification = FALSE,
include.nobs = TRUE,
overIdentTest = c("LR", "LM", "J "),
...
)
A statistical model object.
Report the value of the objective function
(= criterion function)? More precisely, this returns
E(g)var(g)^{-1}E(g)
.
Report the J-test for overidentification?
Report the number of observations in the GOF block?
Which test statistics should be included in an overidentification test?
Custom parameters, which are handed over to subroutines, in this
case to the summary
method for the object.