32 lines
675 B
R
32 lines
675 B
R
\name{optim.GMM}
|
|
\alias{optim.GMM}
|
|
\title{Optimization with constraints for GMM methos}
|
|
\usage{
|
|
optim.GMM(start, conditions.vector, sample, ..., W, R, r)
|
|
}
|
|
\arguments{
|
|
\item{start}{Starting values for the parameters and
|
|
lagrangian}
|
|
|
|
\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{
|
|
une liste contenant le résultat de l'optimisation
|
|
}
|
|
\description{
|
|
Optimization with constraints for GMM methos
|
|
}
|
|
\author{
|
|
François Pelletier
|
|
}
|
|
|