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Re: Another old question - Re: RE: st: xtdpd and dgmmiv: restricting the LDV instruments?


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: Another old question - Re: RE: st: xtdpd and dgmmiv: restricting the LDV instruments?
Date   Wed, 25 Jun 2008 14:36:34 -0400

Martin Wang <[email protected]>:
Yes, the help file for -ivreg2- is very explicit: it does linear models only.
Look inside -ivpois- for a way to write your own GMM estimator:
ssc inst ivpois, replace
h ivpois
viewsource ivpois.ado

or come to Chicago next month and ask your question there:
http://stata.com/meeting/snasug08/abstracts.html

On Wed, Jun 25, 2008 at 2:20 PM, Martin Wang <[email protected]> wrote:
> Dear all,
>
> I have the same question as following:
>
> http://www.stata.com/statalist/archive/2005-07/msg00156.html
>
> Can I specify nonlinear moment conditions? If not, it means ivreg2 can only be used for linear models?
>
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