27 lines
501 B
R
27 lines
501 B
R
\name{objective.GMM}
|
|
\alias{objective.GMM}
|
|
\title{Objective function for the GMM method}
|
|
\usage{
|
|
objective.GMM(param, conditions.vector, data, W, ...)
|
|
}
|
|
\arguments{
|
|
\item{param}{Vector of parameters}
|
|
|
|
\item{conditions.vector}{Vector of moment conditions}
|
|
|
|
\item{data}{Individual data sample}
|
|
|
|
\item{W}{Weighting matrix}
|
|
|
|
\item{...}{Functions of the vector of moment conditions}
|
|
}
|
|
\value{
|
|
A scalar value
|
|
}
|
|
\description{
|
|
Objective function for the GMM method
|
|
}
|
|
\author{
|
|
François Pelletier
|
|
}
|
|
|