Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: 3SLS with different instruments for different equations
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: 3SLS with different instruments for different equations
Date
Wed, 16 Mar 2011 15:23:13 +0000
-winitial()- is an option of -gmm-.
Therefore to learn more, look at the help for -gmm- and in turn the
manual entry.
-help foobar- only exceptionally helps with options called -foobar()-.
There are exceptions, notably with -graph-, but usually options are
documented directly in the help for a command or indirectly via a link
from that help.
Nick
On Wed, Mar 16, 2011 at 3:17 PM, <[email protected]> wrote:
> Hi, thanks - I tried gmm specification for my model below by typing:
>
> . gmm (Y1 - {b1}*Y2 - {b2}*Y3 - {b4}*X1 - {b5}*X2 - {b6}*X3 - {b0}) (Y2 - {b7}*Y1 - {b8}*X1 - {b9}*X2 - {b10}*X3 - {b11}*Z1 - {b12}) (Y3 - {b13}*Y1 - {b14}*X1 - {b15}*X2 - {b16}*X3 - {b17}*Z2 - {b18}), xtinstruments(X1 X2 X3, lag(0/1)) xtinstruments(2: Z1, lag(0/1)) xtinstruments(3: Z3, lag(0/1)) wmatrix(hac bartlett 1)
>
> But I got an error message:
>
> "Must specify winitial(xt xtspec) or winitial(matname) with XT-style instruments"
>
> I tried searching "help winitial" but nothing came up.
>
> Can you please help with my gmm syntax?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/