Re: [R] GMM estimation

2009-11-29 Thread Arne Henningsen
Hi Zi! On 11/28/09, Yi Du wrote: > I'd like to resort generalized methods of moment to estimate a regression > model but I can't understand the help file of gmm package. If the regression > model is y, the instrumental variable is x, how can I write the code? > > By the way, I use systemfit's 3sl

Re: [R] GMM estimation

2008-05-27 Thread Markus Jäntti
On Tue, 2008-05-27 at 13:38 -0700, Horace Tso wrote: > Leo, do you mean GMM as in Generalized Method of Moment? If so i've posted a > similar > question here before and the answer appears to be none at this time. > Generalized Method of Moments (GMM) is an estimation method that can be appli

Re: [R] GMM estimation

2008-05-27 Thread Horace Tso
Leo, do you mean GMM as in Generalized Method of Moment? If so i've posted a similar question here before and the answer appears to be none at this time. Horace -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Leo Correia Sent: Tuesday, May 27, 2008 11:53

Re: [R] GMM estimation

2008-05-27 Thread Xiaohui Chen
were you meaning Gaussian mixture model? If so, try the mclust package. But you might want to try to learn how to search using R website resourse, try RSiteSearch('GMM') X Correia 写道: > Hello there!!! > > Sorry to bother you all with such question and difficulties that I have been > facing on.