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bread in Package sandwich ~~It computes the bread in the sandwich representation of the covariance matrix of the GMM estimator.
# S4 method for gmmfit
bread(x, ...)# S4 method for sgmmfit
bread(x, ...)
# S4 method for tsls
bread(x, ...)
GMM fit object
Arguments to pass to other methods
signature(x = "gmmfit")
signature(x = "sgmmfit")
signature(x = "tsls")
data(simData)
theta <- c(beta0=1,beta1=2)
model1 <- momentModel(y~x1, ~z1+z2, data=simData)
res <- gmmFit(model1)
m <- meatGmm(res)
b <- bread(res)
## Sandwich vcov
b
## TSLS
model2 <- momentModel(y~x1, ~z1+z2, data=simData, vcov="iid")
res <- tsls(model2)
bread(res)
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