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Re: st: gmm with two equations and one parameter


From   "Brian P. Poi" <brian@poiholdings.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: gmm with two equations and one parameter
Date   Tue, 07 Jun 2011 21:21:19 -0400


On 06/07/2011 09:00 PM, Wu Zhang wrote:
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?


Well, we now know that you are using a moment evaluator program rather than the interactive version of -gmm-. But unless we see *your* program and the *exact* -gmm- command syntax you are using, there is no way to know why you are having problems.

   -- Brian Poi
   -- brian@poiholdings.com
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