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# Copyright (C) 2003,2004  Michael Creel <michael.creel@uab.es>
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# 
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# This program is free software; you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation; either version 2 of the License, or
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# (at your option) any later version.
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# 
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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# GNU General Public License for more details.
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# 
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# You should have received a copy of the GNU General Public License
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# along with this program; if not, write to the Free Software
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# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
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# GMM variance, which assumes weights are optimal
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function V = gmm_variance(theta, data, weight, moments, momentargs)
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  D = numgradient("average_moments", {theta, data, moments, momentargs});
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  D = D';
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  m = feval(moments, theta, data, momentargs); # find out how many obsns. we have
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  n = rows(m);
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  V = (1/n)*inv(D*weight*D');
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endfunction

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