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st: How do I suppress computation of standard errors in stata gmm function?
From
Howard Smith <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: How do I suppress computation of standard errors in stata gmm function?
Date
Tue, 30 Jul 2013 09:44:56 +0000
I am using the gmm() function interactively in stata, with analytical gradients and two equations.
I would like to obtain estimated parameters but not standard errors!
This is to speed things up (for bootstrapping for example, but also just to try a few alternative specifications). I guess that computing standard errors takes time.
My question then: Is it possible to "switch off" the computation of standard errors? If so, how? I have searched quite a lot to figure this out but can see no reference to it in documentation or in past statalist discussions.
Many thanks for any assistance you can offer.
Howard Smith
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