evalWeights-methods {momentfit}

Methods for Function evalWeights in Package Gmm

Description

This is a constructor for objects of class momentWeights

Usage

## S4 method for signature 'momentModel'
evalWeights(object, theta=NULL, w="optimal",
...)

## S4 method for signature 'sysModel'
evalWeights(object, theta = NULL, w="optimal",
wObj=NULL)

## S4 method for signature 'rslinearModel'
evalWeights(object, theta = NULL, w="optimal",
wObj=NULL)

Arguments

object

Object of class momentModel

theta

The vector of coefficients to compute the optimal weights. If NULL, theta0 for the object is used.

w

A matrix for fixed weights, one of "optimal" or "ident"

wObj

An object of class "sysMomentWeights". Providing it avoid having to recompute Z'Z.

...

Arguments to pass to other methods

Methods

signature(object = "momentModel")

signature(object = "sysModel")

signature(object = "rslinearModel")

System of equations with restrictions on the coefficients. It only affects the computation of the weights when there are cross-equation restrictions.

Examples

data(simData)
theta <- c(beta0=1,beta1=2)
model1 <- momentModel(y~x1, ~z1+z2, data=simData)

## Identity weights object
wObj1 <- evalWeights(model1, w="ident")

## Identity weights object (an alternative way less efficient)
wObj1 <- evalWeights(model1, w=diag(3))

## Optimal weights 
wObj1 <- evalWeights(model1, theta, w="optimal")