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Re: st: RE: gmm2s option not allowed


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: RE: gmm2s option not allowed
Date   Tue, 15 Jan 2008 08:59:58 -0500

At 08:34 AM 1/15/2008, Suryadipta Roy wrote:
Dear Mark and Manos,

Thank you very much for your help! I force installed ivreg2 from
http://fmwww.bc.edu/RePEc/bocode/i , and tried out Manos's suggestion
as well. However, the problem with not finding gmm2s still remains.

- findit gmm2s- brings up the following:
Make sure your Stata is also up to date, e.g. type -update all- and follow the directions. I don't think it would be necessary, but you could explicitly uninstall the SJ version.

The following sequence of commands worked fine for me:

. ssc install ivreg2, replace
checking ivreg2 consistency and verifying not already installed...
all files already exist and are up to date.

. use http://www.stata.com/data/jwooldridge/eacsap/mroz.dta

. ivreg2 lwage exper expersq ( educ= age kidslt6 kidsge6), gmm2s

2-Step GMM estimation
---------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
[rest of output deleted]


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam

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