Thanks so much Brian. Let me try these suggestions.
On Wed, Feb 17, 2010 at 5:31 PM, Brian P. Poi <[email protected]> wrote:
>
> On Wed, 17 Feb 2010, Christopher Kodongo wrote:
>
> Dear statalisters
>>
>> Something appears to be fundamentally wrong with the following program.
>> Trouble is - I can't spot it. Can you?
>>
>> program tryagain2, eclass
>> version 11
>> syntax varlist [if], at(name) depvars(varlist) indvars(varlist)
>> quietly {
>> tempvar xb
>> generate double `xb' = 0 `if'
>> local k = 1
>> local i = 1
>> foreach var of varlist `depvars' {
>> foreach var of varlist `indvars' {
>> replace `xb' = `xb' + `at'[`k',`i']*`var' `if'
>> local `++i'
>> }
>> local `++k'
>> }
>> replace `xb' = `xb' + `at'[`k',`i'] `if'
>> replace `varlist' = `depvars' - `xb' `if'
>> }
>> end
>>
>> gmm tryagain2, nequations(3) parameters(wldemr usaemr _cons) ///
>> depvars(kenemr moremr zaremr) indvars(wldemr usaemr) ///
>> instruments(nigemr empemr zaremr) wmatrix(robust) vce(hac bartlett 2)
>> igmm
>>
>
>
> Since you specified three parameters in the parameters() option, the `at'
> vector is going to be 1 by 3; even if you have multiple equations, the
> parameters are packed as a row vector, not a matrix.
>
> Also, since you specified nequations(3), the local macro `varlist' has
> three words in it. Part of your program will end up looking something like
> this:
>
> local m1 : word 1 of `varlist'
> local m2 : word 2 of `varlist'
> local m3 : word 3 of `varlist'
> local dv1 : word 1 of `depvars'
> local dv2 : word 2 of `depvars'
> local dv3 : word 3 of `depvars'
> replace `m1' = `dv1' - (something that depends on `at' and `indvars')
> replace `m2' = `dv2' - (something that depends on `at' and `indvars')
> replace `m3' = `dv3' - (something that depends on `at' and `indvars')
>
>
> -- Brian Poi
> -- [email protected]
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