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Re: st: Moment evaluator programs with K equations


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Moment evaluator programs with K equations
Date   Wed, 17 Feb 2010 09:31:57 -0600 (CST)


On Wed, 17 Feb 2010, Christopher Kodongo wrote:

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


Since you specified three parameters in the parameters() option, the `at' vector is going to be 1 by 3; even if you have multiple equations, the parameters are packed as a row vector, not a matrix.

Also, since you specified nequations(3), the local macro `varlist' has three words in it. Part of your program will end up looking something like this:

   local m1 : word 1 of `varlist'
   local m2 : word 2 of `varlist'
   local m3 : word 3 of `varlist'
   local dv1 : word 1 of `depvars'
   local dv2 : word 2 of `depvars'
   local dv3 : word 3 of `depvars'
   replace `m1' = `dv1' - (something that depends on `at' and `indvars')
   replace `m2' = `dv2' - (something that depends on `at' and `indvars')
   replace `m3' = `dv3' - (something that depends on `at' and `indvars')


   -- Brian Poi
   -- bpoi@stata.com



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