st: Re: Request on 3SLS

["Song" <raravise@gmail.com>]

I also tried to find GMM 3SLS, but couldn't. However, in my opinion, the 
difference between traditional 3SLS which can be estimated with REG3 
(according to STATA Manual) and GMM 3SLS is not about the presence of 
heteroskedasticity. Both methods use an estimated covariance matrix to 
correct possible correlations among error terms. (Wooldridge, Econometric 
Analysis of Cross Section and Panel Data, p197).

Reo.

----- Original Message ----- 
From: "Sara Salomone" <sara.salomone@uclouvain.be>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, March 05, 2008 6:14 AM
Subject: st: Request on 3SLS



> I was wondering if I can perform a 3SLS in presence of heteroskedasticity,
> meaning any GMM estimation with the command REG3.
>
> If yes, what is the STATA command I have to use?
>
> Sara
>
>
> ECON-IRES
>
>
>
>
> ECON-IRES
>
> *
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> *   http://www.ats.ucla.edu/stat/stata/ 
*
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