GMMStuff/man/iterative.GMM.Rd

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2014-03-03 01:20:34 +00:00
\name{iterative.GMM}
\alias{iterative.GMM}
\usage{
iterative.GMM(start, conditions.vector, sample, ..., W, R, r, max.iter = 50,
epsilon = 1e-06)
}
\arguments{
\item{start}{Starting values for the parameters and
lagrangian}
\item{conditions.vector}{Vector of moment conditions}
\item{sample}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}
\item{W}{Weighting matrix}
\item{R}{Linear constraint matrix of coefficients}
\item{r}{Linear constraint constants}
\item{max.iter}{Maximum number of iterations}
\item{epsilon}{Minimum precision level}
}
\value{
A list containing the optimized vector of parameter and
corresponding covariance matrix
}
\author{
François Pelletier
}