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# 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.
#
# A copy of the GNU General Public License is available at
# http://www.r-project.org/Licenses/
summary.sysGmm <- function(object, ...)
{
z <- object
se <- sqrt(diag(z$vcov))
k <- attr(z$dat, "k")
if (attr(z$dat, "sysInfo")$commonCoef)
{
seList <- rep(list(se), length(z$dat))
} else {
seList <- list()
for (i in 1:length(z$dat))
{
seList[[i]] <- se[1:k[[i]]]
se <- se[-(1:k[[i]])]
}
}
par <- z$coefficients
tval <- lapply(1:length(z$dat), function(i) par[[i]]/seList[[i]])
ans <- list(met=z$met,kernel=z$kernel,algo=z$algo,call=z$call)
names(ans$met) <- "GMM method"
names(ans$kernel) <- "kernel for cov matrix"
ans$coefficients <- lapply(1:length(z$dat), function(i) cbind(par[[i]],seList[[i]], tval[[i]], 2 * pnorm(abs(tval[[i]]), lower.tail = FALSE)))
ans$stest <- specTest(z)
ans$algoInfo <- z$algoInfo
ans$initTheta <- object$initTheta
for (i in 1:length(z$dat))
{
dimnames(ans$coefficients[[i]]) <- list(names(z$coefficients[[i]]),
c("Estimate", "Std. Error", "t value", "Pr(>|t|)"))
names(ans$initTheta[[i]]) <- names(z$coefficients[[i]])
}
ans$specMod <- object$specMod
ans$bw <- attr(object$w0,"Spec")$bw
ans$weights <- attr(object$w0,"Spec")$weights
ans$Sysnames <- names(z$dat)
ans$met <- attr(object$dat, "sysInfo")$typeDesc
if(object$infVcov != "HAC")
ans$kernel <- NULL
class(ans) <- "summary.sysGmm"
ans
}
print.summary.sysGmm <- function(x, digits = 5, ...)
{
cat("\nCall:\n")
cat(paste(deparse(x$call), sep="\n", collapse = "\n"), "\n\n", sep="")
cat("Method\n", x$met,"\n\n")
cat("\n")
if( !is.null(x$kernel))
{
cat("Kernel: ", x$kernel)
if (!is.null(x$bw))
cat("(with bw = ", round(x$bw,5),")\n\n")
else
cat("\n\n")
}
cat("Coefficients:\n")
m <- length(x$coefficients)
for (i in 1:m)
{
cat(x$Sysnames[i], "\n")
cat("#########\n")
#print.default(format(x$coefficients[[i]], digits=digits),
# print.gap = 2, quote = FALSE)
printCoefmat(x$coefficients[[i]], digits=digits, ...)
cat("\n")
}
cat(x$stest$ntest,"\n")
print.default(format(x$stest$test, digits=digits),
print.gap = 2, quote = FALSE)
cat("\n")
if(!is.null(x$initTheta))
{
cat("Initial values of the coefficients\n")
for (i in 1:m)
{
cat(x$Sysnames[i], "\n")
print(x$initTheta[[i]])
}
cat("\n")
}
cat(x$specMod)
if(!is.null(x$algoInfo))
{
cat("#############\n")
cat("Information related to the numerical optimization\n")
}
if(!is.null(x$algoInfo$convergence))
cat("Convergence code = ", x$algoInfo$convergence,"\n")
if(!is.null(x$algoInfo$counts))
{
cat("Function eval. = ",x$algoInfo$counts[1],"\n")
cat("Gradian eval. = ",x$algoInfo$counts[2],"\n")
}
if(!is.null(x$algoInfo$message))
cat("Message: ",x$algoInfo$message,"\n")
invisible(x)
}
print.sysGmm <- function(x, digits=5, ...)
{
cat("Method\n", attr(x$dat, "sysInfo")$typeDesc,"\n\n")
cat("Objective function value: ",x$objective,"\n\n")
for (i in 1:length(x$coefficients))
{
cat(names(x$dat)[[i]], ": \n")
print.default(format(coef(x)[[i]], digits=digits),
print.gap = 2, quote = FALSE)
}
cat("\n")
if(!is.null(x$algoInfo$convergence))
cat("Convergence code = ", x$algoInfo$convergence,"\n")
cat(x$specMod)
invisible(x)
}
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