R: Methods of Moments

# Methods of Moments

## Documentation for package ‘momentfit’ version 1.0

- 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 --

algoObj | Constructor for 'minAlgo' classes
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 --

CDtest | Tests for weak Instruments
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' ~~
getK | K-Class Estimation Method
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 --

kclassfit | K-Class Estimation Method
kclassfit-class | Class '"kclassfit"'
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,
LewMertest | Tests for weak Instruments
linearModel-class | Class '"linearModel"'
lse | Least Squares Methods for Moment Models
lse-method | Least Squares Methods for Moment Models
lse-methods | Least Squares Methods for Moment Models
lsefit-class | Class '"lsefit"'

## -- 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' ~~
minAlgo | Class '"minAlgo"'
minAlgo-class | Class '"minAlgo"'
minAlgoNlm-class | Class '"minAlgoNlm"'
minAlgoStd-class | Class '"minAlgoStd"'
minFit | Methods for Function 'minFit' in Package 'momentfit' ~~
minFit-method | Methods for Function 'minFit' in Package 'momentfit' ~~
minFit-methods | Methods for Function 'minFit' in Package 'momentfit' ~~
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'
MOPtest | Tests for weak Instruments
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 | Class '"kclassfit"'
print-method | Class '"lsefit"'
print-method | Methods for Function 'print' in Package 'base'
print-method | Class '"summaryKclass"'
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 | Class '"kclassfit"'
show-method | Class '"lsefit"'
show-method | ~~ Methods for Function 'show' in Package 'methods' ~~
show-method | Class '"summaryKclass"'
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 | Class '"kclassfit"'
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 | Class '"kclassfit"'
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"'
summaryKclass-class | Class '"summaryKclass"'
summarySysGmm-class | Class '"summarySysGmm"'
SWtest | Tests for weak Instruments
sysModel-class | Class '"sysModel"'
sysMomentModel | Constructor for '"sysMomentModel"' classes
sysMomentWeights-class | Class '"sysMomentWeights"'
systemGmm | A guide to estimating systems of equations
SYTables | Tests for weak Instruments

## -- 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