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st: Moment evaluator programs with K equations


From   Christopher Kodongo <Christopher.Kodongo@students.wits.ac.za>
To   statalist@hsphsun2.harvard.edu
Subject   st: Moment evaluator programs with K equations
Date   Wed, 17 Feb 2010 16:43:28 +0200

Dear statalisters

Something appears to be fundamentally wrong with the following program. Trouble is - I can't spot it. Can you?

program tryagain2, eclass
version 11
syntax varlist [if], at(name) depvars(varlist) indvars(varlist)
quietly {
    tempvar xb
    generate double `xb' = 0 `if'
    local k = 1
    local i = 1
    foreach var of varlist `depvars' {
        foreach var of varlist `indvars' {
            replace `xb' = `xb' + `at'[`k',`i']*`var' `if'
            local `++i'
        }
        local `++k'
    }
    replace `xb' = `xb' + `at'[`k',`i'] `if'   
    replace `varlist' = `depvars' - `xb' `if'               
}
end

gmm tryagain2, nequations(3) parameters(wldemr usaemr _cons) ///
    depvars(kenemr moremr zaremr) indvars(wldemr usaemr) ///
    instruments(nigemr empemr zaremr) wmatrix(robust) vce(hac bartlett 2) igmm

The output when I run it: INVALID MOREMR. (moremr is one of my dependent variables).
THANK YOU.

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