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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 18:59:50 -0700 (PDT)

OK. I attach all the files. 

my gmm command is:
gmm (gmm_poi2) (gmm_poi3), mylhs(y) myrhs(x)  instruments(1:d1, noconstant) 
instruments(2:d2, noconstant) vce(cluster id) myidvar(id) onestep

Thanks for your help!

----- Original Message ----
From: Brian P. Poi <brian@poiholdings.com>
To: statalist@hsphsun2.harvard.edu
Sent: Tue, June 7, 2011 9:21:19 PM
Subject: Re: st: gmm with two equations and one parameter


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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Attachment: gmm_poi2.ado
Description: Binary data

Attachment: gmm_poi3.ado
Description: Binary data

Attachment: test_new.dta
Description: Binary data



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