Generalized Method of Moments and Generalized Empirical
Likelihood
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Documentation for package ‘gmm’ version 1.8
Help Pages
| ATEgel | ATE with Generalized Empirical Likelihood estimation |
| bread.gel | Bread for sandwiches |
| bread.gmm | Bread for sandwiches |
| bread.tsls | Bread for sandwiches |
| bwWilhelm | Wilhelm (2015) bandwidth selection |
| charStable | The characteristic function of a stable distribution |
| checkConv | ATE with Generalized Empirical Likelihood estimation |
| coef.gel | Coefficients of GEL or GMM |
| coef.gmm | Coefficients of GEL or GMM |
| confint.ategel | Confidence intervals for GMM or GEL |
| confint.gel | Confidence intervals for GMM or GEL |
| confint.gmm | Confidence intervals for GMM or GEL |
| estfun.gel | Extracts the empirical moment function |
| estfun.gmm | Extracts the empirical moment function |
| estfun.gmmFct | Extracts the empirical moment function |
| estfun.tsls | Extracts the empirical moment function |
| evalGel | Generalized Empirical Likelihood estimation |
| evalGmm | Generalized method of moment estimation |
| Finance | Returns on selected stocks |
| FinRes.baseGmm.res | Method to finalize the result of the momentEstim method |
| fitted.gel | Fitted values of GEL and GMM |
| fitted.gmm | Fitted values of GEL and GMM |
| five | Generalized method of moment estimation for system of equations |
| formula.gel | Formula method for gel and gmm objects |
| formula.gmm | Formula method for gel and gmm objects |
| gel | Generalized Empirical Likelihood estimation |
| getDat | Extracting data from a formula |
| getImpProb | Implied Probabilities |
| getImpProb.gel | Implied Probabilities |
| getLamb | Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL) |
| getModel.ateGel | Method for setting the properties of a model |
| getModel.baseGel | Method for setting the properties of a model |
| getModel.baseGmm | Method for setting the properties of a model |
| getModel.constGel | Method for setting the properties of a model |
| getModel.constGmm | Method for setting the properties of a model |
| getModel.sysGmm | Method for setting the properties of a model |
| getModel.tsls | Method for setting the properties of a model |
| gmm | Generalized method of moment estimation |
| gmmWithConst | Generalized method of moment estimation |
| Growth | Growth Data |
| KTest | Compute the K statistics of Kleibergen |
| marginal | Marginal effects Summary |
| marginal.ategel | Marginal effects Summary |
| model.matrix.tsls | Extracts the empirical moment function |
| momentEstim.baseGel.eval | Method for estimating models based on moment conditions |
| momentEstim.baseGel.mod | Method for estimating models based on moment conditions |
| momentEstim.baseGel.modFormula | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.cue | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.cue.formula | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.eval | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.iterative | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.iterative.formula | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.twoStep | Method for estimating models based on moment conditions |
| momentEstim.baseGmm.twoStep.formula | Method for estimating models based on moment conditions |
| momentEstim.sysGmm.twoStep.formula | Method for estimating models based on moment conditions |
| momentEstim.tsls.twoStep.formula | Method for estimating models based on moment conditions |
| nsw | Lalonde subsample of the National Supported Work Demonstration Data (NSW) |
| plot.gel | Plot Diagnostics for gel and gmm objects |
| plot.gmm | Plot Diagnostics for gel and gmm objects |
| print.confint | Confidence intervals for GMM or GEL |
| print.gel | Printing a gmm or gel object |
| print.gmm | Printing a gmm or gel object |
| print.gmmTests | Compute the K statistics of Kleibergen |
| print.specTest | Compute tests of specification |
| print.summary.gel | Method for object of class gmm or gel |
| print.summary.gmm | Method for object of class gmm or gel |
| print.summary.sysGmm | Method for object of class gmm or gel |
| print.summary.tsls | Method for object of class gmm or gel |
| print.sysGmm | Printing a gmm or gel object |
| randEffect | Generalized method of moment estimation for system of equations |
| residuals.gel | Residuals of GEL or GMM |
| residuals.gmm | Residuals of GEL or GMM |
| smoothG | Kernel smoothing of a matrix of time series |
| specTest | Compute tests of specification |
| specTest.gel | Compute tests of specification |
| specTest.gmm | Compute tests of specification |
| summary.ategel | Method for object of class gmm or gel |
| summary.gel | Method for object of class gmm or gel |
| summary.gmm | Method for object of class gmm or gel |
| summary.sysGmm | Method for object of class gmm or gel |
| summary.tsls | Method for object of class gmm or gel |
| sur | Generalized method of moment estimation for system of equations |
| sysGmm | Generalized method of moment estimation for system of equations |
| threeSLS | Generalized method of moment estimation for system of equations |
| tsls | Two stage least squares estimation |
| vcov.ategel | Variance-covariance matrix of GMM or GEL |
| vcov.gel | Variance-covariance matrix of GMM or GEL |
| vcov.gmm | Variance-covariance matrix of GMM or GEL |
| vcov.tsls | Variance-covariance matrix of GMM or GEL |
| wage | Labor Data |