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st: ivgmm0


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivgmm0
Date   Fri, 14 Nov 2003 16:24:08 -0500

The ivgmm0 routine of Baum and Drukker has been revised to deal with a problem of numerical accuracy in an ill-conditioned regression problem. The updated routine may be downloaded using the SSC command within Stata, and provides an instrumental variables/GMM estimator for Stata version 6 or better.

Kit

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