Re: st: ivregress igmm

[nil sen <sen.nil09@gmail.com>]

Thank you very much Maarten. The code now works. Can you help me with
another question:

Can I use igmm or gmm2s with binary regressor or binary dependent variable?

Please let me know.

Thanks again.

Regards,

Nil



On Mon, Aug 16, 2010 at 1:30 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Mon, 16/8/10, nil sen wrote:
>> What is the correct code for ivregress igmm (iterated
>> gmm)?
>>
>> When I am using -ivregress igmm depvar [varlist1] (varlist2
>> = varlist_iv)- this is giving me the error  r(198) with
>> the message 'igmm is not a valid estimator'.
>
> The syntax diagram used in the Stata helpfiles have a couple
> of conventions, [] indicate that everything within those are
> optional, these brackets should thus not be typed (the
> exception is that weights should be specified with the
> brackets). There is a syntax element that is specific to
> -ivregress- called the estimator. The help-file list the
> allowed estimators, which does not include igmm, so that is
> consistent with what the error message told you.
>
> Stata commands often contain two parts separated by one
> comma: the part before the comma is the main command, while
> the part after the comma is a list of options. One of the
> allowed options of -ivregress- is -igmm-, so all you need
> to do is specify your main command (using gmm as the
> estimator), and than type -, igmm-, as in the example
> below
>
> *------------ begin example -----------------
> webuse hsng2
> ivregress gmm rent pcturban (hsngval = faminc i.region), igmm
> *-------------- end example -----------------
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
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