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a/inst/gmm_example.m | b/inst/gmm_example.m | ||
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1 | ```
# Copyright (C) 2003,2004, 2005 Michael Creel <michael.creel@uab.es>
``` |
1 | ## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es> |

2 | # |
2 | ```
##
``` |

3 | # This program is free software; you can redistribute it and/or modify |
3 | ## This program is free software; you can redistribute it and/or modify it under |

4 | ```
# it under the terms of the GNU General Public License as published by
``` |
4 | ## the terms of the GNU General Public License as published by the Free Software |

5 | # the Free Software Foundation; either version 2 of the License, or |
5 | ## Foundation; either version 3 of the License, or (at your option) any later |

6 | # (at your option) any later version. |
6 | ## version. |

7 | # |
7 | ```
##
``` |

8 | # This program is distributed in the hope that it will be useful, |
8 | ## This program is distributed in the hope that it will be useful, but WITHOUT |

9 | ```
# but WITHOUT ANY WARRANTY; without even the implied warranty of
``` |
9 | ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |

10 | # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
10 | ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more |

11 | # GNU General Public License for more details. |
11 | ## details. |

12 | # |
12 | ```
##
``` |

13 | # You should have received a copy of the GNU General Public License |
13 | ## You should have received a copy of the GNU General Public License along with |

14 | # along with this program; If not, see <http://www.gnu.org/licenses/>. |
14 | ## this program; if not, see <http://www.gnu.org/licenses/>. |

15 | 15 | ||

16 | # GMM example file, shows initial consistent estimator, |
16 | ```
## GMM example file, shows initial consistent estimator,
``` |

17 | # estimation of efficient weight, and second round |
17 | ```
## estimation of efficient weight, and second round
``` |

18 | # efficient estimator |
18 | ```
## efficient estimator
``` |

19 | |||

20 | 19 | ||

21 | n = 1000; |
20 | n = 1000; |

22 | k = 5; |
21 | k = 5; |

23 | 22 | ||

24 | x = [ones(n,1) randn(n,k-1)]; |
23 | x = [ones(n,1) randn(n,k-1)]; |