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st: Command help with panel data and .....

From   Lihong Ma <>
Subject   st: Command help with panel data and .....
Date   Sat, 27 Sep 2008 11:51:49 -0700 (PDT)

Hi all, 

I have a panel data from which I am trying to estimate two equations as a system. Both dependent variables are count variables and I need to lag both of them as well. Both equations have the same independent variables. The relationships will be nonlinear. Someone I talked to has mentioned GMM but I still have no clue how to do it.  

Is there a command in Stata that I can use to accomdate all these? 

Thank you very much. 


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