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, ...)
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.
An object of class baseGmm
Other arguments when getModel
is applied to another class object