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From | Kanika Mahajan <kanika26@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
Subject | st: Gmm and testing coefficients across equations |
Date | Fri, 12 Aug 2011 13:54:38 +0530 |
Dear Stata users, I am estimating a system 2sls model using gmm command in stata and after estimating the system of equations I want to test equality of coefficients of variables common in the two equations. e.g. the equations are: gmm (ldm: y1 - {b1}*x1 - {b2}*x2 - {b3}*x3 - {b0}) (ldf: y2 - {c1}*x1 - {c2}*x2 - {c3}*x4 - {c0}), instruments(ldm: z1 z2 x3) instruments(ldf: z1 z2 x4) winitial(i) wmatrix(un,independent) vce(cluster m) test [ldm]x1 = [ldf]x1 However, the above syntax returns an error: 'equation [ldm] not found' I am not able to figure out the problem with the syntax. Any suggestions to solve the above problem will be very helpful. Thanks and regards, -- Kanika * * 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/