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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