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st: Using GMM with Moment-Evaluator Program


From   odongo kodongo <odongo.kodongo@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Using GMM with Moment-Evaluator Program
Date   Tue, 16 Feb 2010 17:49:59 +0200

Dear all,

I am trying to run the following program, which in all respects, is similar
to the illustration given in the "Help GMM" of Stata 11/SE.

program tryagain
version 11
syntax varlist if, at(name) rhsvar(varlist) lhsvar(varlist)
quietly {
    tempvar xb
    generate double `xb' = 0 `if'
    local i = 1
    foreach var of varlist `rhsvar' {
        replace `xb' = `xb' + `at'[1,`i']*`var' `if'     // coefficients
        local `++i'
    }
    replace `xb' = `xb' + `at'[1,`i'] `if'                // constant term
    replace varlist = `lhsvar' - `xb' `if'                // model's
residuals
}
end

When I run it, I get the following error messages:

error calling tryagain at initial values
variable varlist not found
r(111);

end of do-file

r(111);

Going through the archives, I realized that another user, Laszlo Sandor, had
a more or less similar problem on October 29, 2009. However, the responses
he received do not seem useful in getting me out of my predicament.

Can someone help me discover the source of the error?
Thank you.

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