It collects what is needed by the method momentEstim (see details).
# S3 method for baseGmm
getModel(object, ...)
# S3 method for sysGmm
getModel(object, ...)
# S3 method for baseGel
getModel(object, ...)
# S3 method for constGel
getModel(object, ...)
# S3 method for constGel
getModel(object, ...)
# S3 method for tsls
getModel(object, ...)
# S3 method for ateGel
getModel(object, ...)An object of class baseGmm
Other arguments when getModel is applied to another class object
It returns an object of the right class which determines how the method momentEstim will treat it. For example, if g is a formula and type is set to "cue", it creates an object of class baseGmm.cue.formula. It this case, momentEstim, applied to this object, computes the continuously updated GMM of a linear model. It allows more flexibility this way. For example, it could be easy to add a GMM method which is robust in presence of weak identification simply by creating a new class of model and the associated momentEstime method.