formula.gmm {gmm} | R Documentation |
Formula method for gmm objects
Description
Method to extract the formula from gmm
objects produced by gmm
.
Usage
## S3 method for class 'gmm':
formula(x, ...)
Arguments
x |
An object of class gmm returned by the function gmm |
... |
Other arguments to pass to other methods |
Examples
# GMM is like GLS for linear models without endogeneity problems
set.seed(345)
n = 200
phi<-c(.2,.7)
thet <- 0
sd <- .2
x <- matrix(arima.sim(n=n,list(order=c(2,0,1),ar=phi,ma=thet,sd=sd)),ncol=1)
y <- 10+5*rnorm(n) + x
res <- gmm(y~x,x)
formula(res)
[Package
gmm version 1.1-1
Index]