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Re: st: coefficients constarints in GMM


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: coefficients constarints in GMM
Date   Fri, 26 Aug 2011 13:48:05 +0200

On Fri, Aug 26, 2011 at 1:29 PM, bilel wrote:
> I would like to run GMM estimation with  non linear coefficients
> constraints. Is there any way to write down explicit equation for GMM
> estimation in STATA 11?

You just hard-code the constraint in your -gmm- equations using tricks
like the ones discussed in
<http://www.stata.com/support/faqs/stat/intconst.html>.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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