sargan_test.RdOveridentification test for method of simulated moments
sargan_test(theta_hat, S, model_function = { function(theta) theta }, ...)
| theta_hat | Estimated theta parameter |
|---|---|
| S | Estimated covariance matrix |
| model_function | \(g(\theta)\) transformation defining moment conditions |
| ... | Additional arguments that should be passed
to |
List with following elements