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Re: st: -gmm- and -outreg2-


From   Joseph Monte <hmjc66@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -gmm- and -outreg2-
Date   Tue, 14 Aug 2012 21:43:46 +0100

Richard (and others),

I am trying to export the -gmm- estimation, not -ivreg2-. Basically, I
have a count data dependent variable and need to account for
endogeneity. I understand from previous posts that -gmm- has made the
-ivpois- command redundant. Hence I am trying to export the -gmm-
estimation results and am having problem using -outreg2-. Am I way off
here? Would it be okay for me to use -ivreg2- by taking the log of the
dependent variable as in the example below?

Thanks,

Joe



On Tue, Aug 14, 2012 at 10:22 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> At 02:55 PM 8/14/2012, Joseph Monte wrote:
>>
>> Hi Statalisters,
>>
>> I am trying to export the results of the -gmm- estimation in the link
>> below to Microsoft Excel using -outreg2-.
>>
>> http://www.stata.com/statalist/archive/2011-06/msg01048.html
>>
>> The following command does not seem to work
>>
>> outreg2 using myfile, replace excel
>>
>> Would appreciate any help on the issue. I am using Stata 12.
>>
>> Thanks,
>
>
> What do you mean by "does not seem to work?" Are you getting errors, or is
> the output wrong? The following worked for me (or at least i got output, I
> don't know if it is right).
>
> use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear
> loc x "exper* smsa* south mar black reg662-reg669"
> ivpois wage `x', endog(educ) exog(nearc2 nearc4)
> gmm (wage*exp(-{xb:`x' educ}-{b0})-1), inst(`x' nearc2 nearc4)
> estat overid
> ivreg2 lw `x' (educ=nearc2 nearc4)
>
> outreg2 using myfile, replace excel
> seeout using "myfile.txt"
>
> Note that ivpois and outreg2 are user-written commands and need to be
> installed.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW:    http://www.nd.edu/~rwilliam
>
>
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