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