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 on April 23, and its replacement, is already up and running.

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

Re: st: nonlinear iv

From   Dan Bergov <>
To   "" <>
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.

----- Original Message -----
From: Maarten Buis <>
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 L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

*  For searches and help try:

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index