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 at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: gmm estimation


From   Mauricio Esteban Cuak <cuak2000@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gmm estimation
Date   Mon, 2 May 2011 09:32:18 +0100

A simple "help gmm" would have provided you with the answer:

instruments([<eqlist>:] varlist[, noconstant]) specifies a list of
        instrumental variables to be used.  If you specify a single moment
        equation, then you do not need to specify the equations to which the
        instruments apply; you can omit the eqlist and simply specify
        instruments(varlist).  By default, a constant term is included in
        varlist; to suppress the constant term, include the noconstant
        suboption: instruments(varlist, noconstant).

Regards,

M

2011/5/2 Bobasu Alina <ally_bib@yahoo.com>:
> Hello! I am new to Stata.  I am estimating with GMM due to endogeneity problems.
> When I checked the output  I saw that a constant is
> reported, the constant is being added to the regression. Is there any
>  possibility to be able to estimate without a constant? My initial equation does
>  not include a constantand when I write the commands I do not includ a constant,
> however the output reports a constant (which is not significant).
>  Thank you very much again!
> Ally.
>
>
> *
> *   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/
>

*
*   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