| From | "Steve Stillman" <stillman@motu.org.nz> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: GMM |
| Date | Wed, 1 Dec 2004 01:25:56 +1300 |
Hi Aga, The user written program ivreg2 can be used to estimate this model. 'net search ivreg2' should get you on your way. Cheers, Steve -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Markiewicz, Agnieska Sent: Tuesday, November 30, 2004 11:21 PM To: statalist@hsphsun2.harvard.edu Subject: st: GMM Dear Statalister, I want to estimate a semi-log wage equation in stata by GMM. The dependent variable is obviously log wage. I have 3 explanatory (exogenous) variables, 3 explanatory endogenous vars and 4 instruments. I would like also to calculate the J statistic. Any ideas how to do that in sata? Regards Aga -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mark Clatworthy Sent: Monday, November 22, 2004 6:17 PM To: statalist@hsphsun2.harvard.edu Subject: st: Obtaining p-values for bootstrapped ols coefficients Using the following command in Stata 8: bs "reg y x1 x2" "_b[x1] _b[x2]", reps(10000) we obtain the observed coefficients, bias, se and 95% confidence interval by default. Although we can change the confidence interval (e.g. to 99%), we would ideally like to generate p-values based on the bootstrap statistics. Does anyone know if this can be done, and if so, how? Many thanks Mark Clatworthy Cardiff University * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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