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Re: st: gmm with two equations and one parameter


From   Wu Zhang <wuzhang50@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gmm with two equations and one parameter
Date   Tue, 7 Jun 2011 18:00:42 -0700 (PDT)

I follow gmm help like "http://www.stata.com/help.cgi?gmm";; In my moment 
evaluator program, I do not specify names of parameter, just use  at[1,1], like:


program gmm_ivreg


version 11


syntax varlist [if] , at(name) rhs(varlist) depvar(varlist)


tempvar m
quietly gen double `m' = 0 `if'
local i 1
foreach var of varlist `rhs' {
quietly replace `m' = `m' + `var'*`at'[1,`i'] `if'
local `++i'
}
quietly replace `m' = `m' + `at'[1,`i'] `if'    // constant


quietly replace `varlist' = `depvar' - `m' `if'


end

Could you find something wrong if I put two alike programs for equation 1 and 2 
respectively?

Thanks!



----- Original Message ----
From: Brian P. Poi <brian@poiholdings.com>
To: statalist@hsphsun2.harvard.edu
Sent: Tue, June 7, 2011 8:24:40 PM
Subject: Re: st: gmm with two equations and one parameter

On 06/07/2011 02:55 PM, Wu Zhang wrote:
> Hi, folks,
>
>     I am using 'gmm' in stata11 for two equations and one parameters; 
>basically,
> the two equations are just first and second moments.
>      I am pretty sure I get the moment evaluator programs correct since they 
>work
>
>
>
> separately; but when I put the equations together, I get the error message 'no
> parameter for equation 1'
>
>    Could some stata geeks make some comments?
>

Without seeing *exactly* what you typed, it's difficult to tell what 
went wrong.

Having said that, you get the error message "no parameters in equation 
#" if you specify a moment equation that does not have any parameters in 
it.  Perhaps you forgot to surround the name of your parameter in braces 
({})?

    -- Brian Poi
    -- brian@poiholdings.com
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