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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   Wed, 15 Aug 2012 15:54:20 +0100

Richard,

Here is an example:-

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)
outreg2 using myfile, replace excel

Is this how it is supposed to display? This output display is
different from the one below.

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

Thanks,

Joe

On Wed, Aug 15, 2012 at 5:59 AM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> At 03:43 PM 8/14/2012, Joseph Monte wrote:
>>
>> 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
>
>
> Joe, why don't you show your exact code and error message/problem, or better
> yet give a replicable example. Based on what you are saying it is hard to
> tell what the problem is, e.g. I can't tell if you are getting error
> messages or if outreg2 is producing incorrect results or what.
>
>
> -------------------------------------------
> 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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