[R-sig-Geo] criterion for the best fitting model if using GMM?

Qiuhua Ma qiuhuanihao at gmail.com
Fri Aug 28 19:05:41 CEST 2015


I have two big datasets:10,000 observations and 40,000.

I tried to use ML so that I can use maximized LL or AIC to decide the best
fitting model! However it took so long and most of the time R was turned
off automatically.

GMM seems like a better option. I searched the literature but cannot find
the criterion for the best fitting model. Any idea?



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