for internal use by gmm_estimate
Computes Delta method mean and covariance of a nonlinear
column vector initial parameters
example file, shows initial consistent estimator,
The GMM objective function, for internal use by gmm_estimate This is scaled so that it converges to a finite number.
column vector initial parameters
variance, which assumes weights are optimal
variance, which assumes weights are not optimal
multivariate kernel density estimator
kernel_density_cvscore
no description
for internal use by kernel_density - does calculations on nodes
examples of how to use kernel density and regression functions
find optimal bandwith doing leave-one-out cross validation
kernel regression estimator
kernel_regression_cvscore
no description
for internal use by kernel_regression - does calculations on nodes
column vector of model parameters
Example to show how to use MLE functions
Returns the average log-likelihood for a specified model
Who am I?
column vector of model parameters
This is for internal use by mle_results
column vector of model parameters
Example to show how to use NLS
Returns the average sum of squared errors for a specified model
This is for internal use by nls_estimate
This is an empty function, provided so that delta_method will work as is.
Example likelihood function (Poisson for count data) with score
the form a user-written moment function should take
this prints matrices with row and column labels
this prints matrices with column labels but no row labels
Standardizes and normalizes data matrix,
for internal use by gmm_estimate
Unscales parameters that were estimated using scaled data