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st: GMM system of equations (with many equations)


From   "Markus Ibert" <markibert@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: GMM system of equations (with many equations)
Date   Tue, 14 May 2013 12:20:19 +0200 (CEST)

Dear Statalist Community,
 
I hope my question is not too trivial but I just couldn't find anything in the archives/the help file (I didn't look into the detail into moment evaluator programs). I have a system of equations with 25 equations, the explanatory variables are all the same and there are 4 parameters to estimate for each equation which are allowed to differ equation by equation. I would like to use the built in gmm command to estimate the system. However, the only way I know do this is by typing all the equations in manually:
 
gmm (y1 - {b0} - {b1}*x1 - {b2}*x2 - {b3}*x3) (y2 - {b4} - {b5}*x2...) ... and so on
 
and so on. I was wondering if someone knows a more parsimonious way to achieve this in constrast to typing all the equations seperately. For example, for the sureg command I was just able to store all the dependent variables in a local and type
 
sureg (`dependent_vars' = x1 x2 x3)
 
and done. I appreciate your help.
 
 
Mark
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