--- a/inst/gmm_obj.m +++ b/inst/gmm_obj.m @@ -1,23 +1,23 @@ -# Copyright (C) 2003,2004,2005 Michael Creel <michael.creel@uab.es> -# -# This program is free software; you can redistribute it and/or modify -# it under the terms of the GNU General Public License as published by -# the Free Software Foundation; either version 2 of the License, or -# (at your option) any later version. -# -# This program is distributed in the hope that it will be useful, -# but WITHOUT ANY WARRANTY; without even the implied warranty of -# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the -# GNU General Public License for more details. -# -# You should have received a copy of the GNU General Public License -# along with this program; If not, see <http://www.gnu.org/licenses/>. +## Copyright (C) 2003, 2004, 2005 Michael Creel <michael.creel@uab.es> +## +## This program is free software; you can redistribute it and/or modify it under +## the terms of the GNU General Public License as published by the Free Software +## Foundation; either version 3 of the License, or (at your option) any later +## version. +## +## This program is distributed in the hope that it will be useful, but WITHOUT +## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or +## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more +## details. +## +## You should have received a copy of the GNU General Public License along with +## this program; if not, see <http://www.gnu.org/licenses/>. +## The GMM objective function, for internal use by gmm_estimate +## This is scaled so that it converges to a finite number. +## To get the chi-square specification +## test you need to multiply by n (the sample size) -# The GMM objective function, for internal use by gmm_estimate -# This is scaled so that it converges to a finite number. -# To get the chi-square specification -# test you need to multiply by n (the sample size) function obj_value = gmm_obj(theta, data, weight, moments, momentargs) m = average_moments(theta, data, moments, momentargs);