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Re: st: RE: RE: Using GMM with Moment-Evaluator Program


From   Christopher Kodongo <Christopher.Kodongo@students.wits.ac.za>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: Using GMM with Moment-Evaluator Program
Date   Tue, 16 Feb 2010 18:50:50 +0200

Thank you Prof. It worked!

----- Original Message -----
From: Nick Cox <n.j.cox@durham.ac.uk>
Date: Tuesday, February 16, 2010 6:42 pm
Subject: st: RE: RE: Using GMM with Moment-Evaluator Program
To: statalist@hsphsun2.harvard.edu

> The point is that without the ` ' indicating a local macro,
> Stata looks
> for a variable with the name (or abbreviation) varlist, but
> can't find
> it. Indeed, that's precisely what it told you.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Nick Cox
>
> Your claim is incorrect.
>
> replace varlist
>
> should be
>
> replace `varlist'
>
> In addition,
>
> if
>
> should be
>
> [if]
>
> although that's not biting you.
>
> Nick
> n.j.cox@durham.ac.uk
>
> odongo kodongo
>
> 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?
>
> *
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> *   http://www.ats.ucla.edu/stat/stata/

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