Correction iterative GMM
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8 changed files with 17 additions and 26 deletions
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@ -2,9 +2,7 @@
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\alias{iterative.GMM}
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\title{Iterative GMM method}
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\usage{
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iterative.GMM(start, conditions.vector, data, ...,
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W = diag(length(conditions.vector)), R = 0, r = 0,
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lagrangian.start = rep(0, length(conditions.vector)), max.iter = 50,
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iterative.GMM(start, conditions.vector, data, W, ..., max.iter = 50,
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epsilon = 1e-06)
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}
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\arguments{
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@ -15,13 +13,9 @@ iterative.GMM(start, conditions.vector, data, ...,
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\item{data}{Individual data sample}
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\item{...}{Functions of the vector of moment conditions}
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\item{W}{Weighting matrix}
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\item{R}{Linear constraint matrix of coefficients}
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\item{r}{Linear constraint constants}
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\item{...}{Functions of the vector of moment conditions}
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\item{max.iter}{Maximum number of iterations}
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@ -2,12 +2,12 @@
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\alias{meanvariance.gmm.vector}
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\title{GMM vector for mean and variance moment conditions}
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\usage{
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meanvariance.gmm.vector(param, X, meanf, variancef)
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meanvariance.gmm.vector(param, data, meanf, variancef)
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}
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\arguments{
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\item{param}{Estimated parameters}
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\item{X}{Data Sample}
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\item{data}{Data Sample}
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\item{meanf}{Mean function}
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@ -11,9 +11,9 @@ objective.GMM(param, conditions.vector, data, W, ...)
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\item{data}{Individual data sample}
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\item{...}{Functions of the vector of moment conditions}
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\item{W}{Weighting matrix}
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\item{...}{Functions of the vector of moment conditions}
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}
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\value{
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A scalar value
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@ -11,9 +11,9 @@ optim.GMM(start, conditions.vector, data, W, ...)
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\item{data}{Individual data sample}
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\item{...}{Functions of the vector of moment conditions}
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\item{W}{Weighting matrix}
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\item{...}{Functions of the vector of moment conditions}
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}
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\value{
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a list with optimization results
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