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Diff of /inst/gmm_obj.m [508d22] .. [eb5224] Maximize Restore

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a/inst/gmm_obj.m b/inst/gmm_obj.m
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# Copyright (C) 2003,2004,2005  Michael Creel <michael.creel@uab.es>
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## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es>
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# 
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##
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# This program is free software; you can redistribute it and/or modify
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## This program is free software; you can redistribute it and/or modify it under
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# it under the terms of the GNU General Public License as published by
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## the terms of the GNU General Public License as published by the Free Software
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# the Free Software Foundation; either version 2 of the License, or
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## Foundation; either version 3 of the License, or (at your option) any later
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# (at your option) any later version.
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## version.
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# 
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##
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# This program is distributed in the hope that it will be useful,
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## This program is distributed in the hope that it will be useful, but WITHOUT
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
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# GNU General Public License for more details.
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## details.
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# 
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##
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# You should have received a copy of the GNU General Public License
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## You should have received a copy of the GNU General Public License along with
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# along with this program; If not, see <http://www.gnu.org/licenses/>.
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## this program; if not, see <http://www.gnu.org/licenses/>.
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## The GMM objective function, for internal use by gmm_estimate
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## This is scaled so that it converges to a finite number.
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## To get the chi-square specification
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## test you need to multiply by n (the sample size)
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# The GMM objective function, for internal use by gmm_estimate
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# This is scaled so that it converges to a finite number.
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# To get the chi-square specification
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# test you need to multiply by n (the sample size)
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function obj_value = gmm_obj(theta, data, weight, moments, momentargs)
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function obj_value = gmm_obj(theta, data, weight, moments, momentargs)
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    m = average_moments(theta, data, moments, momentargs);
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    m = average_moments(theta, data, moments, momentargs);
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    obj_value = m' * weight *m;
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    obj_value = m' * weight *m;