vcovHAC-methods {momentfit} | R Documentation |
~~ Methods for Function vcovHAC
in Package sandwich ~~
Description
Methods to compute the HAC covariance matrix of the moment matrix ~~
Methods
signature(x = "momentModel")
Examples
data(simData)
theta <- c(beta0=1,beta1=2)
model1 <- momentModel(y~x1, ~z1+z2, data=simData)
# a warning is given if the model is not set as being HAC
vcovHAC(model1, theta)
model1 <- momentModel(y~x1, ~z1+z2, data=simData, vcov="HAC",vcovOptions=list(kernel="B"))
vcovHAC(model1, theta)
[Package momentfit version 0.5 Index]