Bookmark and Share

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]

st: obtaining first stage estimates (and tests) with GMM moment evaluator program


From   Nidhiya Menon <[email protected]>
To   [email protected]
Subject   st: obtaining first stage estimates (and tests) with GMM moment evaluator program
Date   Mon, 08 Jul 2013 16:10:53 -0400

I am using a moment-evaluator program version of gmm in Stata 11.2 SE, supplying
instruments, and using the iterative gmm estimator. I write to ask
whether it is possible to obtain the first stage estimates (and tests
for weak instruments like the Angrist-Pischke F stat) in such a set-up?
With ivreg2, the first stage and relevant tests are reported using the
"ffirst" option, is there something similar that can be done to obtain
these estimates with the moment-evaluator program version of gmm?  I
searched the stata manuals and on-line, but could not find anything helpful.

Thanks in advance.

Sincerely,
Nidhiya


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index