Correction iterative GMM

This commit is contained in:
François Pelletier 2014-03-08 00:41:05 -05:00
parent 445e334b28
commit 3aecd56cc4
8 changed files with 17 additions and 26 deletions

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@ -2,9 +2,7 @@
\alias{iterative.GMM}
\title{Iterative GMM method}
\usage{
iterative.GMM(start, conditions.vector, data, ...,
W = diag(length(conditions.vector)), R = 0, r = 0,
lagrangian.start = rep(0, length(conditions.vector)), max.iter = 50,
iterative.GMM(start, conditions.vector, data, W, ..., max.iter = 50,
epsilon = 1e-06)
}
\arguments{
@ -15,13 +13,9 @@ iterative.GMM(start, conditions.vector, data, ...,
\item{data}{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{...}{Functions of the vector of moment conditions}
\item{max.iter}{Maximum number of iterations}

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@ -2,12 +2,12 @@
\alias{meanvariance.gmm.vector}
\title{GMM vector for mean and variance moment conditions}
\usage{
meanvariance.gmm.vector(param, X, meanf, variancef)
meanvariance.gmm.vector(param, data, meanf, variancef)
}
\arguments{
\item{param}{Estimated parameters}
\item{X}{Data Sample}
\item{data}{Data Sample}
\item{meanf}{Mean function}

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@ -11,9 +11,9 @@ objective.GMM(param, conditions.vector, data, W, ...)
\item{data}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}
\item{W}{Weighting matrix}
\item{...}{Functions of the vector of moment conditions}
}
\value{
A scalar value

View file

@ -11,9 +11,9 @@ optim.GMM(start, conditions.vector, data, W, ...)
\item{data}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}
\item{W}{Weighting matrix}
\item{...}{Functions of the vector of moment conditions}
}
\value{
a list with optimization results