extract
method for gmm
objectsextract
method for gmm
objects created by the
gmm
function in the gmm package.
# S4 method for gmm
extract(
model,
include.obj.fcn = TRUE,
include.overidentification = FALSE,
include.nobs = TRUE,
...
)
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?
Custom parameters, which are handed over to subroutines, in this
case to the summary
method for the object.