Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: gmm estimation
From
Mauricio Esteban Cuak <[email protected]>
To
[email protected]
Subject
Re: st: gmm estimation
Date
Mon, 2 May 2011 09:32:18 +0100
A simple "help gmm" would have provided you with the answer:
instruments([<eqlist>:] varlist[, noconstant]) specifies a list of
instrumental variables to be used. If you specify a single moment
equation, then you do not need to specify the equations to which the
instruments apply; you can omit the eqlist and simply specify
instruments(varlist). By default, a constant term is included in
varlist; to suppress the constant term, include the noconstant
suboption: instruments(varlist, noconstant).
Regards,
M
2011/5/2 Bobasu Alina <[email protected]>:
> Hello! I am new to Stata. I am estimating with GMM due to endogeneity problems.
> When I checked the output I saw that a constant is
> reported, the constant is being added to the regression. Is there any
> possibility to be able to estimate without a constant? My initial equation does
> not include a constantand when I write the commands I do not includ a constant,
> however the output reports a constant (which is not significant).
> Thank you very much again!
> Ally.
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/