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st: gmm vs gmm2s
From
"Gary D. Ferrier" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: gmm vs gmm2s
Date
Tue, 9 Mar 2010 16:06:06 -0600
I replicated the gmm example based on the Griliches data from chapter 8 of IMEUS using ivreg2. The book uses gmm; when I ran the problem gmm was replaced by gmm2s:
. use http://www.stata-press.com/data/imeus/griliches, clear
. ivreg2 lw s expr tenure rns smsa _I* (iq = med kww age mrt), gmm2s
The results (param estimates; test stats) differed a bit between gmm and gmm2s-I am wondering why? Different algorithms?
Gary
Gary D. Ferrier
Department Chair and Holder of the Lewis E. Epley, Jr. Professorship in Economics
Department of Economics
Sam M. Walton College of Business
Business Building, Room 402
University of Arkansas
Fayetteville, AR 72701-1201 USA
tel. 1.479.575.6223
fax 1.479.575.3241
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