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st: GMM in Stata 11: how to include moments without instruments


From   Anna Blank <blankan@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: GMM in Stata 11: how to include moments without instruments
Date   Fri, 13 Nov 2009 17:47:50 -0500

Hello,

I have a problem understanding how -gmm- works in Stata 11 in the
cases when no instruments should be specified.
In particular, if I have to estimate a population moment, such as the
variance, from sample moments.

The GMM command in Stata should be able to do this as well as estimate
models require instruments. Does anyone have a suggestion for way of
implementing this using the -gmm-?

Any help would be appreciated.
Thank you.

Anna
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