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Re: st: gmm estimation


From   Bobasu Alina <ally_bib@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gmm estimation
Date   Wed, 4 May 2011 05:07:36 -0700 (PDT)

Thank you very much. Sorry for the delayed answer.

----- Original Message ----
From: Mauricio Esteban Cuak <cuak2000@gmail.com>
To: statalist@hsphsun2.harvard.edu
Cc: ally_bib@yahoo.com
Sent: Mon, May 2, 2011 11:32:18 AM
Subject: Re: st: gmm estimation

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.
>
>
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