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Re: st: Recovering Jacobian from gmm estimate


From   "Brian P. Poi" <[email protected]>
To   [email protected]
Subject   Re: st: Recovering Jacobian from gmm estimate
Date   Fri, 04 Oct 2013 13:56:31 -0500

On 10/04/2013 01:50 PM, Tony Ditta wrote:
Thanks! Is this a Stata 13 thing? I should mention that I'm on Stata
12. When I run your code on Stata 12, the e(G) matrix is empty (though
the e(W) matrix works as expected):

Tony,

Yes, sorry, e(G) was added in Stata 13 because it was needed by something else.

   -- Brian Poi
   -- [email protected]
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