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Re: st: nonlinear iv
From
Dan Bergov <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: nonlinear iv
Date
Tue, 10 May 2011 06:57:34 -0700 (PDT)
I read a lor the help for gmm, but all I found was how to run nonlinear combinations of parameters estimation which is not my case. I have to specify the non linear equation and estimate it with iv (GMM my case) not to perform post GMM non linear combinations of parameters. I would greatly appreciatie if someone could at least tell me where to read from.
Thanks.
----- Original Message -----
From: Maarten Buis <[email protected]>
To: [email protected]
Cc:
Sent: Tuesday, May 10, 2011 2:51 PM
Subject: Re: st: nonlinear iv
On Tue, May 10, 2011 at 1:33 PM, Dan Bergov wrote:
> I estimated with instrumental variables method, particularly GMM a linear equation and performed the AR test robust to weak instruments. Now I want to estimate a non linear equation with GMM, but I cannot figure out how. I read in help abou nl for least squares and ml.
see: -help gmm-
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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