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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: GMM criterion function |
Date | Mon, 13 Jan 2014 15:31:18 +0000 |
<> There is no attachment visible here. More crucially, you are asked not to send attachments to Statalist. You may need to make any file you wish people to inspect visible by posting it elsewhere. Nick njcoxstata@gmail.com On 13 January 2014 15:17, Carmine Ornaghi > I have a problem with the value of the criterion function in GMM. > In the attached file, you can see that the value of the GMM criterion in the last iteration Q(b) = 1.416e-06 is different from the result saved in e(Q) = .000210635363449 . > I would appreciate if you could help me clarifying this difference. * * 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/