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RE: st: Non-Linear Least Squares with Generalized Method-of-Moments
From
Maarten buis <[email protected]>
To
[email protected]
Subject
RE: st: Non-Linear Least Squares with Generalized Method-of-Moments
Date
Thu, 10 Mar 2011 09:09:10 +0000 (GMT)
--- On Thu, 10/3/11, [email protected] wrote:
> Thanks for the suggestion, my question is exactly that: how
> to combine the two models in Stata? (i.e. how to estimate a
> non-linear model with GMM). There's the 'nl' command and the
> 'ivreg2, gmm2s' command but I'm not sure how to combine them.
> I'm also not sure I understand what you mean by 'stacking
> the moment conditions'.
I am thinking about the -gmm- command, see -help gmm- and the
manual entry on -gmm-. Especially in the latter there are a
large number of examples.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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