Methods of Moments

---

Documentation for package ‘momentfit’ version 0.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

A B C D E F G H K L M N P Q R S T U V W misc

-- A --

allNLModel-class

Class '"allNLModel"'

-- B --

bread	~~ Methods for Function 'bread' in Package 'sandwich' ~~
bread-method	~~ Methods for Function 'bread' in Package 'sandwich' ~~
bread-methods	~~ Methods for Function 'bread' in Package 'sandwich' ~~

-- C --

CigarettesSW	Cigarette Consumption Panel Data
coef-method	~~ Methods for Function 'coef' in Package 'stats' ~~
coef-methods	~~ Methods for Function 'coef' in Package 'stats' ~~
confint-class	Class '"confint"'
confint-method	~~ Methods for Function 'confint' in Package 'stats' ~~
confint-methods	~~ Methods for Function 'confint' in Package 'stats' ~~
ConsumptionG	Consumption data from Greene (2012) applications.

-- D --

Dresiduals	~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~
Dresiduals-method	~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~
Dresiduals-methods	~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~
DWH	~~ Methods for Function 'DWH' in Package 'momentfit' ~~
DWH-method	~~ Methods for Function 'DWH' in Package 'momentfit' ~~
DWH-methods	~~ Methods for Function 'DWH' in Package 'momentfit' ~~

-- E --

EEL_lam	Algorithms to solve for the Lagrange multiplier
estfun-method	~~ Methods for Function 'estfun' in Package 'sandwich' ~~
estfun-methods	~~ Methods for Function 'estfun' in Package 'sandwich' ~~
ETXX_lam	Algorithms to solve for the Lagrange multiplier
evalDMoment	~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~
evalDMoment-method	~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~
evalDMoment-methods	~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~
evalGel	~~ Methods for Function 'evalGel' in Package 'modelfit' ~~
evalGel-method	~~ Methods for Function 'evalGel' in Package 'modelfit' ~~
evalGel-methods	~~ Methods for Function 'evalGel' in Package 'modelfit' ~~
evalGelObj	~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~
evalGelObj-method	~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~
evalGelObj-methods	~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~
evalGmm	~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~
evalGmm-method	~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~
evalGmm-methods	~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~
evalGmmObj	~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~
evalGmmObj-method	~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~
evalGmmObj-methods	~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~
evalMoment	~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~
evalMoment-method	~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~
evalMoment-methods	~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~
evalWeights	Methods for Function 'evalWeights' in Package 'Gmm'
evalWeights-method	Methods for Function 'evalWeights' in Package 'Gmm'
evalWeights-methods	Methods for Function 'evalWeights' in Package 'Gmm'

-- F --

formulaModel-class	Class '"formulaModel"'
functionModel-class	Class '"functionModel"'

-- G --

gel4	GEL estimation
gelFit	~~ Methods for Function 'gelFit' in Package 'momentfit' ~~
gelfit-class	Class '"gelfit"'
gelFit-method	~~ Methods for Function 'gelFit' in Package 'momentfit' ~~
gelFit-methods	~~ Methods for Function 'gelFit' in Package 'momentfit' ~~
getImpProb	~~ Methods for Function 'getImpProb' in Package 'momenfit' ~~
getImpProb-method	~~ Methods for Function 'getImpProb' in Package 'momenfit' ~~
getLambda	Algorithms to solve for the Lagrange multiplier
getRestrict	~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~
getRestrict-method	~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~
getRestrict-methods	~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~
gmm4	GMM estimation
gmmFit	~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~
gmmfit-class	Class '"gmmfit"'
gmmFit-method	~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~
gmmFit-methods	~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~
Griliches	Return to Education Data

-- H --

HealthRWM	Health data from Greene (2012) applications.
hypothesisTest	~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~
hypothesisTest-class	Class '"hypothesisTest"'
hypothesisTest-method	~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~
hypothesisTest-methods	~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~

-- K --

kernapply	A kernel smoothing utility for '"momentModel"' classes
kernapply-method	A kernel smoothing utility for '"momentModel"' classes
kernapply-methods	A kernel smoothing utility for '"momentModel"' classes
Klein	Klein (1950) macro data.

-- L --

LabourCR	Labour data from Greene (2012) applications,
linearModel-class	Class '"linearModel"'

-- M --

ManufactCost	Manufacturing Costs data from Bernt and Wood (1975)
mconfint-class	Class '"mconfint"'
meatGmm	~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~
meatGmm-method	~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~
meatGmm-methods	~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~
merge	~~ Methods for Function 'merge' in Package 'base' ~~
merge-method	~~ Methods for Function 'merge' in Package 'base' ~~
merge-methods	~~ Methods for Function 'merge' in Package 'base' ~~
model.matrix	~~ Methods for Function 'model.matrix' in Package 'stats' ~~
model.matrix-method	~~ Methods for Function 'model.matrix' in Package 'stats' ~~
model.matrix-methods	~~ Methods for Function 'model.matrix' in Package 'stats' ~~
modelDims	Methods for Function 'modelDims'
modelDims-method	Methods for Function 'modelDims'
modelDims-methods	Methods for Function 'modelDims'
modelResponse	~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~
modelResponse-method	~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~
modelResponse-methods	~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~
momentModel	Constructor for '"momentModel"' classes
momentModel-class	Class '"momentModel"'
momentStrength	~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~
momentStrength-method	~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~
momentStrength-methods	~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~
momentWeights	Class '"momentWeights"'
momentWeights-class	Class '"momentWeights"'
momFct	Methods for Function 'momFct' in Package 'momentfit'
momFct-method	Methods for Function 'momFct' in Package 'momentfit'
momFct-methods	Methods for Function 'momFct' in Package 'momentfit'
Mroz	Labour data on married women

-- N --

nonlinearModel-class

Class '"nonlinearModel"'

-- P --

plot-method	~~ Methods for Function 'plot' from package 'graphics' ~~
plot-methods	~~ Methods for Function 'plot' from package 'graphics' ~~
print-method	Methods for Function 'print' in Package 'base'
print-methods	Methods for Function 'print' in Package 'base'
printRestrict	~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~
printRestrict-method	~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~
printRestrict-methods	~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~

-- Q --

quadra	~~ Methods for Function 'quadra' in Package 'momentfit' ~~
quadra-method	~~ Methods for Function 'quadra' in Package 'momentfit' ~~
quadra-methods	~~ Methods for Function 'quadra' in Package 'momentfit' ~~

-- R --

REEL_lam	Algorithms to solve for the Lagrange multiplier
regModel-class	Class '"regModel"'
residuals-method	~~ Methods for Function 'residuals' in Package 'stats' ~~
residuals-methods	~~ Methods for Function 'residuals' in Package 'stats' ~~
restModel	~~ Methods for Function 'restModel' in Package 'momentfit' ~~
restModel-method	~~ Methods for Function 'restModel' in Package 'momentfit' ~~
restModel-methods	~~ Methods for Function 'restModel' in Package 'momentfit' ~~
rformulaModel-class	Class '"rformulaModel"'
rfunctionModel-class	Class '"rfunctionModel"'
rhoEEL	GEL objective functions
rhoEL	GEL objective functions
rhoET	GEL objective functions
rhoETEL	GEL objective functions
rhoETHD	GEL objective functions
rhoFct	GEL objective functions
rhoHD	GEL objective functions
rhoREEL	GEL objective functions
rlinearModel-class	Class '"rlinearModel"'
rmomentModel-class	Class '"rmomentModel"'
rnonlinearModel-class	Class '"rnonlinearModel"'
rslinearModel-class	Class '"rslinearModel"'
rsnonlinearModel-class	Class '"rsnonlinearModel"'
rsysModel-class	Class '"rsysModel"'

-- S --

setCoef	Methods for Function 'setCoef' in Package 'momentfit' ~~
setCoef-method	Methods for Function 'setCoef' in Package 'momentfit' ~~
setCoef-methods	Methods for Function 'setCoef' in Package 'momentfit' ~~
sfunctionModel-class	Class '"sfunctionModel"'
sgmmfit-class	Class '"sgmmfit"'
show-method	~~ Methods for Function 'show' in Package 'methods' ~~
show-methods	~~ Methods for Function 'show' in Package 'methods' ~~
simData	Simulated data.
slinearModel-class	Class '"slinearModel"'
snonlinearModel-class	Class '"snonlinearModel"'
solveGel	~~ Methods for Function 'solveGel' in Package 'momentfit' ~~
solveGel-method	~~ Methods for Function 'solveGel' in Package 'momentfit' ~~
solveGel-methods	~~ Methods for Function 'solveGel' in Package 'momentfit' ~~
solveGmm	~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~
solveGmm-method	~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~
solveGmm-methods	~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~
specTest	~~ Methods for Function 'specTest' in Package 'momentfit' ~~
specTest-class	Class '"specTest"'
specTest-method	~~ Methods for Function 'specTest' in Package 'momentfit' ~~
specTest-methods	~~ Methods for Function 'specTest' in Package 'momentfit' ~~
sSpec-class	Class '"sSpec"'
stsls-class	Class '"stsls"'
subset	Subsetting methods
subset-method	Subsetting methods
summary	~~ Methods for Function 'summary' in Package 'base' ~~
summary-method	~~ Methods for Function 'summary' in Package 'base' ~~
summary-methods	~~ Methods for Function 'summary' in Package 'base' ~~
summaryGel-class	Class '"summaryGel"'
summaryGmm-class	Class '"summaryGmm"'
summarySysGmm-class	Class '"summarySysGmm"'
sysModel-class	Class '"sysModel"'
sysMomentModel	Constructor for '"sysMomentModel"' classes
sysMomentWeights-class	Class '"sysMomentWeights"'
systemGmm	A guide to estimating systems of equations

-- T --

ThreeSLS	~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~
ThreeSLS-method	~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~
ThreeSLS-method	GMM estimation
ThreeSLS-methods	~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~
tsls	~~ Methods for Function 'tsls' in Package 'momentfit' ~~
tsls-class	Class '"tsls"'
tsls-method	GMM estimation
tsls-method	~~ Methods for Function 'tsls' in Package 'momentfit' ~~
tsls-methods	~~ Methods for Function 'tsls' in Package 'momentfit' ~~

-- U --

update-method	~~ Methods for Function 'update' in Package 'stats' ~~
update-methods	~~ Methods for Function 'update' in Package 'stats' ~~

-- V --

vcov-method	~~ Methods for Function 'vcov' in Package 'stats' ~~
vcov-methods	~~ Methods for Function 'vcov' in Package 'stats' ~~
vcovHAC-method	~~ Methods for Function 'vcovHAC' in Package 'sandwich' ~~
vcovHAC-methods	~~ Methods for Function 'vcovHAC' in Package 'sandwich' ~~

-- W --

Wu_lam

Algorithms to solve for the Lagrange multiplier

-- misc --

[-method	Subsetting methods
[-methods	Subsetting methods