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st: Gmm and testing coefficients across equations


From   Kanika Mahajan <kanika26@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Gmm and testing coefficients across equations
Date   Fri, 12 Aug 2011 13:54:38 +0530

Dear Stata users,

I am estimating a system 2sls model using gmm command in stata and
after estimating the system of equations I want to test equality of
coefficients of variables common in the two equations. e.g. the
equations are:

gmm (ldm: y1 - {b1}*x1 - {b2}*x2 - {b3}*x3 - {b0}) (ldf: y2 - {c1}*x1
- {c2}*x2 - {c3}*x4 - {c0}), instruments(ldm: z1 z2 x3)
instruments(ldf: z1 z2 x4) winitial(i) wmatrix(un,independent)
vce(cluster m)

test [ldm]x1 = [ldf]x1

However, the above syntax returns an error: 'equation [ldm] not found'
I am not able to figure out the problem with the syntax. Any
suggestions to solve the above problem will be very helpful.

Thanks and regards,
-- 
Kanika
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