\name{objective.GMM} \alias{objective.GMM} \title{Objective function for the GMM method} \usage{ objective.GMM(param.lagrangian, conditions.vector, sample, ..., W = diag(length(conditions.vector)), R = 0, r = 0) } \arguments{ \item{param.lagrangian}{Vector of parameters and Lagrangian to optimize} \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} } \value{ A scalar value } \description{ Objective function for the GMM method } \author{ François Pelletier }