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st: -gmm- heckman problem


From   shetty sandeep <getsane@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -gmm- heckman problem
Date   Wed, 19 Sep 2012 01:12:15 +0530

Hi All,
I am trying to estimate a heckman wage model using gmm. But I am facing a problem with the stata -gmm- command. I consistently get an error as "{ invalid name". The inverse mills ratio in the second stage moment condition seems to be the problem. My code is pasted below. It is likely that I may have some conceptual issues with gmm heckman. Any help is greatly appreciated. 

~~~~~~~~~~~~code~~~~~~~~~~
global xb "{b1}*tage+{b2}*sqage+{b3}*child18+{b4}*marry+{b5}*faminc+{b6}*famsize+{b7}*metro+{b8}*race+{b9}*firmsize+{b0}"  //>0
global phi "normalden($xb)" //>0
global  Phi "normal($xb)" //>0
global mil "$phi/$Phi" //>0
global a1 "($phi/($Phi*(1-$Phi)))*(trad-$Phi)" // derivative of the selection likelihood
//eq 2
global xb2 "{beta1=0.02}*tage+{beta2=-0.0004}*sqage+{beta3=-0.007}*marry+{beta4}*metro+{beta5}*race+{beta6=1}*firmsize+{beta0=1}" // wage equation
gmm (eq1: $a1)(eq2: lwr1-$xb2-{gamma}*($phi/$Phi)), ///
instruments(eq1: tage sqage child18 marry faminc famsize metro race firmsize) ///
instruments(eq2: tage sqage marry metro race firmsize $phi $Phi) winitial(identity)
~~~~~~~~~~~~~~~~~~~~~~~~~~

I have also tried using $mills as an instrument in which case I get an error as "numlist in operator invalid". I figured out that the division operator "/ " in instruments option of gmm is reserved for lags. Once again, any help will be great appreciated. 

Thank you.
 		 	   		  
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