40 lines
898 B
R
40 lines
898 B
R
\name{iterative.GMM}
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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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epsilon = 1e-06)
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}
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\arguments{
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\item{start}{Starting values for the parameters and
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lagrangian}
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\item{conditions.vector}{Vector of moment conditions}
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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{max.iter}{Maximum number of iterations}
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\item{epsilon}{Minimum precision level}
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}
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\value{
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A list containing the optimized vector of parameter and
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corresponding covariance matrix
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}
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\description{
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Iterative GMM method
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}
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\author{
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François Pelletier
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}
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