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momentfit (version 1.0-1)

Methods of Moments

Description

Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; ), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ). Some work is being done to add tools to deal with weak and/or many instruments. This includes K-Class estimators (Limited Information Maximum Likelihood and Fuller), Anderson and Rubin statistic test, etc.

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Version

Install

install.packages('momentfit')

Monthly Downloads

543

Version

1.0-1

License

GPL (>= 2)

Homepage

https://codeberg.org/pchausse/momentfit

Maintainer

Pierre Chausse

Last Published

November 11th, 2026

Functions in momentfit (1.0-1)

evalDMoment-methods

~~ Methods for Function evalDMoment in Package momentfit ~~

Class "confint"

evalGel-methods

~~ Methods for Function evalGel in Package modelfit ~~

allNLModel-class

Class "allNLModel"

confint-methods

~~ Methods for Function confint in Package stats ~~

~~ Methods for Function bread in Package sandwich ~~

functionModel-class

Class "functionModel"

~~ Methods for Function gelFit in Package momentfit ~~

Class "gelfit"

evalWeights-methods

Methods for Function evalWeights in Package Gmm

formulaModel-class

Class "formulaModel"

evalGelObj-methods

~~ Methods for Function evalGelObj in Package Gmm ~~

evalGmm-methods

~~ Methods for Function evalGmm in Package modelfit ~~

Class "gmmfit"

evalMoment-methods

~~ Methods for Function evalMoment in Package momentfit ~~

getImpProb-methods

~~ Methods for Function getImpProb in Package momenfit ~~

evalGmmObj-methods

~~ Methods for Function evalGmmObj in Package momentfit ~~

hypothesisTest-methods

~~ Methods for Function hypothesisTest in Package momentfit ~~

kernapply-methods

A kernel smoothing utility for "momentModel" classes

hypothesisTest-class

Class "hypothesisTest"

K-Class Estimation Method

kclassfit-class

Class "kclassfit"

~~ Methods for Function gmmFit in Package momentfit ~~

getRestrict-methods

~~ Methods for Function getRestrict in Package momentfit ~~

Class "mconfint"

minAlgoNlm-class

Class "minAlgoNlm"

meatGmm-methods

~~ Methods for Function meatGmm in Package momentfit ~~

Methods for Function minFit in Package momentfit ~~

Class "minAlgo"

model.matrix-methods

~~ Methods for Function model.matrix in Package stats ~~

~~ Methods for Function merge in Package base ~~

momentWeights-class

Class "momentWeights"

nonlinearModel-class

Class "nonlinearModel"

minAlgoStd-class

Class "minAlgoStd"

Class "lsefit"

modelDims-methods

Methods for Function modelDims

Algorithms to solve for the Lagrange multiplier

Least Squares Methods for Moment Models

~~ Methods for Function quadra in Package momentfit ~~

linearModel-class

Class "linearModel"

printRestrict-methods

~~ Methods for Function printRestrict in Package momentfit ~~

momentModel-class

Class "momentModel"

Methods for Function momFct in Package momentfit

modelResponse-methods

~~ Methods for Function modelResponse in Package momentfit ~~

GEL objective functions

rformulaModel-class

Class "rformulaModel"

rfunctionModel-class

Class "rfunctionModel"

restModel-methods

~~ Methods for Function restModel in Package momentfit ~~

Constructor for "momentModel" classes

momentStrength-methods

~~ Methods for Function momentStrength in Package momentfit ~~

rlinearModel-class

Class "rlinearModel"

~~ Methods for Function plot from package graphics ~~

Methods for Function print in Package base

rslinearModel-class

Class "rslinearModel"

rnonlinearModel-class

Class "rnonlinearModel"

Class "regModel"

residuals-methods

~~ Methods for Function residuals in Package stats ~~

Class "sSpec"

Class "specTest"

Class "sgmmfit"

setCoef-methods

Methods for Function setCoef in Package momentfit ~~

sfunctionModel-class

Class "sfunctionModel"

rsnonlinearModel-class

Class "rsnonlinearModel"

rsysModel-class

Class "rsysModel"

~~ Methods for Function show in Package methods ~~

Class "stsls"

solveGel-methods

~~ Methods for Function solveGel in Package momentfit ~~

Subsetting methods

solveGmm-methods

~~ Methods for Function solveGmm in Package momentfit ~~

snonlinearModel-class

Class "snonlinearModel"

slinearModel-class

Class "slinearModel"

rmomentModel-class

Class "rmomentModel"

Simulated data.

A guide to estimating systems of equations

summary-methods

~~ Methods for Function summary in Package base ~~

summaryGel-class

Class "summaryGel"

Tests for weak Instruments

vcovHAC-methods

~~ Methods for Function vcovHAC in Package sandwich ~~

~~ Methods for Function update in Package stats ~~

~~ Methods for Function tsls in Package momentfit ~~

~~ Methods for Function vcov in Package stats ~~

Constructor for "sysMomentModel" classes

sysMomentWeights-class

Class "sysMomentWeights"

specTest-methods

~~ Methods for Function specTest in Package momentfit ~~

summaryKclass-class

Class "summaryKclass"

summaryGmm-class

Class "summaryGmm"

Class "sysModel"

summarySysGmm-class

Class "summarySysGmm"

Manufacturing Costs data from Bernt and Wood (1975)

Constructor for minAlgo classes

ThreeSLS-methods

~~ Methods for Function ThreeSLS in Package momentfit ~~

Cigarette Consumption Panel Data

Consumption data from Greene (2012) applications.

Return to Education Data

~~ Methods for Function estfun in Package sandwich ~~

Health data from Greene (2012) applications.

Labour data from Greene (2012) applications,

Labour data on married women

~~ Methods for Function DWH in Package momentfit ~~

Dresiduals-methods

~~ Methods for Function Dresiduals in Package Gmm ~~

Klein (1950) macro data.

~~ Methods for Function coef in Package stats ~~