Let's suppose I don't have to run a probit but that instead of an OLS I want
to compute GMM estimates using third, fourth and fifth moments (no panel
data). How can I do it?
Thank you in advance
A
Scrive "Rodrigo A. Alfaro" <[email protected]>:
> Al, your subject says probit, which means that you are assuming some
> distribution for the variables, maybe -ml- could help if you want some
> customized probit. Rodrigo.
>
>
> ----- Original Message -----
> From: "Alberta Di Giuli" <[email protected]>
> To: <[email protected]>
> Sent: Thursday, June 07, 2007 5:56 PM
> Subject: st: GMM and probit
>
>
> > Dear statalisters,
> >
> > How can I compute GMM estimates (using third, fourth and fifth moments) if
>
> > I
> > don't have a panel and my dependent variable is binary? I guess I can't
> > use
> > xtabond and xtabond2. What if I have no endogenous variables?
> >
> > Thanks
> > Al
> >
> >
> >
> >
> > ---
> > Il messaggio che segue e' inserito automaticamente dal server di posta
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> >
> > Il 5 per mille per la crescita della Bocconi in Europa.
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> > Scegli Bocconi: codice fiscale 80024610158.
> >
> > Please note that the above message is addressed only to individuals filing
> > Italian income tax returns.
> > ---
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
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> > * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
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>
Alberta Di Giuli
Istituto di Economia dei Mercati e degli Intermediari Finanziari
"Giordano Dell'Amore"
Universit� L. Bocconi
Viale Isonzo 25
20135 Milano
---
Il messaggio che segue e' inserito automaticamente dal server di posta
dell'Universita' Bocconi.
Il 5 per mille per la crescita della Bocconi in Europa.
E' un atto volontario, non costa nulla e non sostituisce l'8 per mille.
Scegli Bocconi: codice fiscale 80024610158.
Please note that the above message is addressed only to individuals filing
Italian income tax returns.
---
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
