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st: STATA GMM


From   nil sen <sen.nil09@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: STATA GMM
Date   Thu, 12 Aug 2010 13:16:52 -0500

Hi All,

I have few questions on GMM estimation in STATA.

(1) Can I use IV-GMM(2-STEP), or CUE or IGMM with BINARY DEPENDENT
VARIABLE (0,1) & endogeneous regressor?

(2) Can I use IV-GMM(2-STEP), or CUE or IGMM when the REGRESSOR is
BINARY?

If NO for (1) &/or (2) then what could be the appropriate estimation
method?

(3) When I am using ivregress igmm, then stata is giving error r(198)
with the message 'igmm is not a valid estimator', WHY?

Please reply.

Thank you in advance.

Regards,

Nil
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