Re: st: Using GMM with Moment-Evaluator Program

["Brian P. Poi" <bpoi@stata.com>]

On Tue, 16 Feb 2010, odongo kodongo wrote:

> 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);

varlist is a local macro that you need to dereference, so this line:

    replace varlist = `lhsvar' - `xb' `if'                // model's residuals

should read

    replace `varlist' = `lhsvar' - `xb' `if'              // model's residuals


  -- Brian Poi
  -- bpoi@stata.com
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