Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Easy N-equation GMM syntax


From   "Whelan, Paul" <paul.whelan07@imperial.ac.uk>
To   "<statalist@hsphsun2.harvard.edu>" <statalist@hsphsun2.harvard.edu>
Subject   st: Easy N-equation GMM syntax
Date   Fri, 15 Feb 2013 13:49:51 +0000

Hi, 

I would like to estimate N linear equations in a GMM framework in order
to test the significance of some subset of parameters across equations. i.e., 
on a country by country basis individually I would do:

by country: ivreg2 Y X1 X2, bw(12) kernel(bartlett) robust

If N = 2, I would create individual Y's and X's for each N=1,2 and do :

gmm (eq1: Y_1 - {alpha01} - {beta11}*X11 - {beta12}*X12}), ///
(eq2: Y_2 - {alpha02} - {beta21}*X21 - {beta22}*X22}), ///
instruments(eq1: X11 X12) ///
instruments(eq2: X21 X22) ///

However, if N = 20 ... what is the efficient way of doing this ?

Many thanks
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index