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Re: st: gmm with two equations and one parameter

From   "Brian P. Poi" <>
Subject   Re: st: gmm with two equations and one parameter
Date   Tue, 07 Jun 2011 21:21:19 -0400

On 06/07/2011 09:00 PM, Wu Zhang wrote:
I follow gmm help like "";; In my moment
evaluator program, I do not specify names of parameter, just use  at[1,1], like:

program gmm_ivreg

version 11

syntax varlist [if] , at(name) rhs(varlist) depvar(varlist)

tempvar m
quietly gen double `m' = 0 `if'
local i 1
foreach var of varlist `rhs' {
quietly replace `m' = `m' + `var'*`at'[1,`i'] `if'
local `++i'
quietly replace `m' = `m' + `at'[1,`i'] `if'    // constant

quietly replace `varlist' = `depvar' - `m' `if'


Could you find something wrong if I put two alike programs for equation 1 and 2

Well, we now know that you are using a moment evaluator program rather than the interactive version of -gmm-. But unless we see *your* program and the *exact* -gmm- command syntax you are using, there is no way to know why you are having problems.

   -- Brian Poi
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