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st: ivregress igmm


From   nil sen <[email protected]>
To   [email protected]
Subject   st: ivregress igmm
Date   Sun, 15 Aug 2010 23:34:10 -0500

Hello,

What is the correct code for ivregress igmm (iterated gmm)?

When I am using 'ivregress igmm depvar [varlist1] (varlist2 =
varlist_iv)' this is giving me the error  r(198) with the message
'igmm is not a valid estimator'. Shall I put varlist1 within the
bracket []?

 I am using STATA10.

Please, please help.

Thank you.

Regards,

Nil
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