summary.pgmm: rather pass on NULL in non-robust case

ycroissant · Jan 5, 2025 · 241aa96 · 241aa96
1 parent 8755b3d
commit 241aa96
Showing 1 changed file with 4 additions and 4 deletions.
diff --git a/R/est_gmm.R b/R/est_gmm.R
@@ -804,11 +804,11 @@ summary.pgmm <- function(object, robust = TRUE, time.dummies = FALSE, ...) {
   K <- if(model == "onestep") length(object$coefficients)
        else                   length(object$coefficients[[2L]])
   object$sargan <- sargan(object, "twosteps")
-  object$m1 <- mtest(object, order = 1L, vcov = vv)
+  object$m1 <- mtest(object, order = 1L, vcov = if(!robust) NULL else vv)
   # mtest with order = 2 is only feasible if more than 2 observations are present
-  if(NROW(object$model[[1L]]) > 2L) object$m2 <- mtest(object, order = 2L, vcov = vv)
-  object$wald.coef <- pwaldtest(object, param = "coef", vcov = vv)
-  if(effect == "twoways") object$wald.td <- pwaldtest(object, param = "time", vcov = vv)
+  if(NROW(object$model[[1L]]) > 2L) object$m2 <- mtest(object, order = 2L, vcov = if(!robust) NULL else vv)
+  object$wald.coef <- pwaldtest(object, param = "coef", vcov = if(!robust) NULL else vv)
+  if(effect == "twoways") object$wald.td <- pwaldtest(object, param = "time", vcov = if(!robust) NULL else vv)
   Kt <- length(object$args$namest)
   rowsel <- if(!time.dummies && effect == "twoways") -c((K - Kt + 1):K)
             else seq_len(K)