Re: st: RE: gmm2s option not allowed

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 08:34 AM 1/15/2008, Suryadipta Roy wrote:
> Dear Mark and Manos,
>
> Thank you very much for your help! I force installed ivreg2 from
> http://fmwww.bc.edu/RePEc/bocode/i , and tried out Manos's suggestion
> as well. However, the problem with not finding gmm2s still remains.
>
> - findit gmm2s- brings up the following:
Make sure your Stata is also up to date, e.g. type -update all- and 
follow the directions.  I don't think it would be necessary, but you 
could explicitly uninstall the SJ version.

The following sequence of commands worked fine for me:

. ssc install ivreg2, replace
checking ivreg2 consistency and verifying not already installed...
all files already exist and are up to date.

. use http://www.stata.com/data/jwooldridge/eacsap/mroz.dta

. ivreg2 lwage exper expersq ( educ= age kidslt6 kidsge6), gmm2s

2-Step GMM estimation
---------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only
[rest of output deleted]


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Richard Williams, Notre Dame Dept of Sociology
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