extract method for gmm objects created by the
gmm function in the gmm package.
Usage
# S4 method for class 'gmm'
extract(
model,
include.obj.fcn = TRUE,
include.overidentification = FALSE,
include.nobs = TRUE,
...
)Arguments
- model
A statistical model object.
- include.obj.fcn
Report the value of the objective function (= criterion function)? More precisely, this returns
E(g)var(g)^{-1}E(g).- include.overidentification
Report the J-test for overidentification?
- include.nobs
Report the number of observations in the GOF block?
- ...
Custom parameters, which are handed over to subroutines, in this case to the
summarymethod for the object.