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Re: st: nonlinear iv


From   Dan Bergov <danbergov@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: nonlinear iv
Date   Tue, 10 May 2011 06:57:34 -0700 (PDT)

 I read a lor the help for gmm, but all I found was how to run nonlinear combinations of parameters estimation which is not my case. I have to specify the non linear equation and estimate it with iv (GMM my case) not to perform post GMM non linear combinations of parameters. I would greatly appreciatie if someone could at least tell me where to read from.
Thanks.

----- Original Message -----
From: Maarten Buis <maartenlbuis@gmail.com>
To: statalist@hsphsun2.harvard.edu
Cc: 
Sent: Tuesday, May 10, 2011 2:51 PM
Subject: Re: st: nonlinear iv

On Tue, May 10, 2011 at 1:33 PM, Dan Bergov wrote:
> I estimated with instrumental variables method, particularly GMM a linear equation and performed the AR test robust to weak instruments. Now I want to estimate a non linear equation with GMM, but I cannot figure out how. I read in help abou nl for least squares and ml.

see: -help gmm-

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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