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From | Mauricio Esteban Cuak <cuak2000@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: gmm estimation |
Date | Mon, 2 May 2011 09:32:18 +0100 |
A simple "help gmm" would have provided you with the answer: instruments([<eqlist>:] varlist[, noconstant]) specifies a list of instrumental variables to be used. If you specify a single moment equation, then you do not need to specify the equations to which the instruments apply; you can omit the eqlist and simply specify instruments(varlist). By default, a constant term is included in varlist; to suppress the constant term, include the noconstant suboption: instruments(varlist, noconstant). Regards, M 2011/5/2 Bobasu Alina <ally_bib@yahoo.com>: > Hello! I am new to Stata. I am estimating with GMM due to endogeneity problems. > When I checked the output I saw that a constant is > reported, the constant is being added to the regression. Is there any > possibility to be able to estimate without a constant? My initial equation does > not include a constantand when I write the commands I do not includ a constant, > however the output reports a constant (which is not significant). > Thank you very much again! > Ally. > > > * > * 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/ > * * 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/