[R] Bootstrapping Standard errors of nonlinear GMM obtained from BFGS (Optimx)

Olu Ola oluola2011 at yahoo.com
Mon Jun 29 05:56:39 CEST 2015


Hello,
I am running a 2 equation system of nonlinear GMM using BFGS in optimx. Using the conventional way of calculating the standard error of the estimates gives NAN's for some of the standard errors. As a result, I want to bootstrap the standard error. 

A way forward on how to bootsrap the standard errors will be greatly appreciated.



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