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gmm (version 1.1-1)

formula.gmm: 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

Run this code
# 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)

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