Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: gmm vs gmm2s


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: gmm vs gmm2s
Date   Tue, 9 Mar 2010 23:17:25 -0000

Gary,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Gary D. Ferrier
> Sent: 09 March 2010 22:06
> To: statalist@hsphsun2.harvard.edu
> Subject: st: gmm vs gmm2s
> 
> I replicated the gmm example based on the Griliches data from 
> chapter 8 of IMEUS using ivreg2.  The book uses gmm; when I 
> ran the problem gmm was replaced by gmm2s:
> 
> . use http://www.stata-press.com/data/imeus/griliches, clear
> . ivreg2 lw s expr tenure rns smsa _I* (iq = med kww age mrt), gmm2s
> 
> The results (param estimates; test stats) differed a bit 
> between gmm and gmm2s-I am wondering why?  Different algorithms?

The old gmm = the new gmm2s + robust.

Cheers,
Mark

> 
> Gary
> 
> 
> 
> Gary D. Ferrier
> 
> Department Chair and Holder of the Lewis E. Epley, Jr. 
> Professorship in Economics
> 
> Department of Economics
> Sam M. Walton College of Business
> Business Building, Room 402
> University of Arkansas
> Fayetteville, AR 72701-1201 USA
> 
> tel. 1.479.575.6223
> fax 1.479.575.3241
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 


-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index