estfun.gmnl {gmnl}

Gradient for Observations

Description

It extracts the gradient for each observation evaluated at the estimated parameters for an object of class gmnl.

Usage

## S3 method for class 'gmnl'
estfun(x, ...)

Arguments

x

a fitted model of class gmnl.

...

other arguments. Ignored.

Details

For more information see estfun from package sandwich.

Value

The gradient matrix of dimension n \times K

References

Zeileis A (2006), Object-oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16.