'tsls' returns an object of 'class' '"tsls"' which inherits from class '"gmm"'.
The functions 'summary' is used to obtain and print a summary of the results. It also compute the J-test of overidentying restriction
The object of class "gmm" is a list containing at least:
coefficients\(k\times 1\) vector of coefficients
residualsthe residuals, that is response minus fitted values if "g" is a formula.
fitted.valuesthe fitted mean values if "g" is a formula.
vcovthe covariance matrix of the coefficients
objectivethe value of the objective function \(\| var(\bar{g})^{-1/2}\bar{g}\|^2\)
termsthe terms
object used when g is a formula.
callthe matched call.
yif requested, the response used (if "g" is a formula).
xif requested, the model matrix used if "g" is a formula or the data if "g" is a function.
modelif requested (the default), the model frame used if "g" is a formula.
algoInfoInformation produced by either optim
or nlminb
related to the convergence if "g" is a function. It is printed by the summary.gmm
method.