| momentMatrix {ivmte} | R Documentation |
Construct pre-meaned moment matrix
Description
This function constructs the matrix to be fed into the GMM estimator to construct the moment conditions.
Usage
momentMatrix(sset, gn0, gn1, subsetList = NULL, n = NULL)
Arguments
sset |
a list of lists constructed from the function genSSet. Each inner list should include a coefficient corresponding to a term in an IV specification, a matrix of the estimates of the gamma moments conditional on (X, Z) for d = 0, and a matrix of the estimates of the gamma moments conditional on (X, Z) for d = 1. The column means of the last two matrices is what is used to generate the gamma moments. |
gn0 |
integer, number of terms in the MTR for control group. |
gn1 |
integer, number of terms in the MTR for treated group. |
subsetList |
list of subset indexes, one for each IV-like specification. |
n |
number of observations in the data. This option is only used when subsets are involved. |
Value
matrix whose column means can be used to carry out the GMM estimation.