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st: RE: how can I pass a parameter to gengammareg


From   Matteo Richiardi <matteo.richiardi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: how can I pass a parameter to gengammareg
Date   Wed, 10 Mar 2010 21:04:01 +0100

Dear Nick,
thanks for your reply. May be it would help if I better explain what I
intend to do. I'm experiencing with indirect inference estimation
techniques. I have some real data, on which I can estimate a weibull,
that is my auxiliary model. Then, I have a complicated model, that I
cannot manipulate, but I can simulate. I want to estimate the
auxiliary model also on the simulated data coming from the complicated
model, and then change the structural parameters of the complicated
model until the distance between the two sets of estimated
coefficients (of the auxiliary model) is minimized. Since I'm not an
econometric, I wanted to practice by replacing the complicated model
with ... the weibull itself (hence, gengammareg), just to see if I can
recover its (known) parameter. In this sense I have to save the
results of the estimates of the auxiliary model - r(est).
But the procedure does not work. Any suggestion about what I can do
would be really appreciated.

Thanks a lot in advance,
matteo

-- 
Matteo Richiardi
University of Turin
Faculty of Law
Department of Economics "Cognetti De Martiis"
via Po 53, 10124 Torino
Email: matteo.richiardi@unito.it
Tel. +39 011 670 3870
Web page: http://utenti.dea.univpm.it/richiardi
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