Method for setting the properties of a model
It collects what is needed by the method momentEstim (see details).
## S3 method for class 'baseGmm' getModel(object, ...) ## S3 method for class 'sysGmm' getModel(object, ...) ## S3 method for class 'baseGel' getModel(object, ...) ## S3 method for class 'constGel' getModel(object, ...) ## S3 method for class 'constGel' getModel(object, ...) ## S3 method for class 'tsls' getModel(object, ...) ## S3 method for class 'ateGel' getModel(object, ...)
object |
An object of class |
... |
Other arguments when |
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.
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