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Re: st: GMM error (bug in Stata?)

From   Stas Kolenikov <>
Subject   Re: st: GMM error (bug in Stata?)
Date   Sat, 29 Oct 2011 17:40:31 -0500


how many clusters do you have? May be you are running out of clusters
in estimation of the weight matrix if you have fewer clusters than

On Sat, Oct 29, 2011 at 11:56 AM, John Antonakis <> wrote:
> The goal of my estimation procedure is to make cross model comparison, where
> the model have different instruments ( and given the clustering I have, I
> want to have a generalized Hausman test hence the use of gmm). I want to
> show that the second stage estimates don't change when I change the
>'s a simulation study I am working on, hence the
> "strangeness".

Stas Kolenikov, also found at
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