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Re: st: Re: GMM and OLS


From   Alberta Di Giuli <[email protected]>
To   [email protected]
Subject   Re: st: Re: GMM and OLS
Date   Sat, 09 Jun 2007 13:58:50 +0200

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
> >
> >
> >


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