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st: Minimum distance estimator
From
Benjamin Villena Roldan <[email protected]>
To
Statalist <[email protected]>
Subject
st: Minimum distance estimator
Date
Thu, 15 Apr 2010 21:47:00 -0400
Dear Statalist,
Does anyone have a code to estimate a Minimum Distance Estimator using mata optimize or lm?
In other words, my problem is as follows. I have a set of estimators B and a mapping of these estimators into another set of parameters such that A=H(B). I want to find a way to minimize (A-H(B))`W(A-H(B)) where W is a weighting matrix.
Thanks,
Benjamin
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