[Gmm-commits] r167 - in pkg/momentfit: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Feb 21 15:09:00 CET 2020
Author: chaussep
Date: 2020-02-21 15:08:59 +0100 (Fri, 21 Feb 2020)
New Revision: 167
Modified:
pkg/momentfit/DESCRIPTION
pkg/momentfit/R/momentModel-methods.R
Log:
fixed a bug with momentStrength and clustered se
Modified: pkg/momentfit/DESCRIPTION
===================================================================
--- pkg/momentfit/DESCRIPTION 2020-01-21 15:18:47 UTC (rev 166)
+++ pkg/momentfit/DESCRIPTION 2020-02-21 14:08:59 UTC (rev 167)
@@ -1,6 +1,6 @@
Package: momentfit
-Version: 0.1-0
-Date: 2020-01-20
+Version: 0.1-1
+Date: 2020-02-20
Title: Methods of Moments
Author: Pierre Chausse <pchausse at uwaterloo.ca>
Maintainer: Pierre Chausse <pchausse at uwaterloo.ca>
Modified: pkg/momentfit/R/momentModel-methods.R
===================================================================
--- pkg/momentfit/R/momentModel-methods.R 2020-01-21 15:18:47 UTC (rev 166)
+++ pkg/momentfit/R/momentModel-methods.R 2020-02-21 14:08:59 UTC (rev 167)
@@ -740,7 +740,9 @@
OLS=vcov(resu),
HC=vcovHC(resu,"HC1"),
HAC=vcovHAC(resu),
- CL=do.call(vcovCL,c(object at vcovOptions, x=resu)))
+ CL=do.call(vcovCL,c(object at vcovOptions,
+ list(x=resu)))
+ )
v <- v[!exoInst,!exoInst]
b <- coef(resu)[!exoInst]
f <- b%*%solve(v, b)/df1
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