Saving coefficients of a GMM estimation in a stata format file

[Hanifa Pilvar]

Dear Statalists
I want to save the coefficients of a GMM estimation as a variable in a stata format file (.dta). "regsave" didn't work and I do not know any other code for this purpose. My estimation is something like:"gmm (share-{b1}*price-{b0}),instrument(price) "
Thanks for helping me.

[Marcos Almeida]

Hello Hanifa,

Welcome to the Stata Forum.

I don't have experience with gmm estimations, but I believe you may well save the coefficients by checking the stored results. I wonder if - e(b) -, the coefficient vector wouldn't fit your needs.

You may perhaps want to take a look at page 54, here: http://www.stata.com/manuals13/rgmm.pdf

Best,

Marcos

[Hanifa Pilvar]

Thanks for your notice Marcos.
I'm running 140 estimation and I want to have a table of coefficients of a specific variable in the gmm regression. I've done this with OLS estimation by using "regsave".
Best

[Julian Reif]

You can save coefficient estimates from gmm using regsave. Here is an example.

* If necessary, install regsave
ssc install regsave, replace

sysuse auto, clear
gmm (mpg - {b1}*gear_ratio - {b2}*turn - {b0}), instruments(gear_ratio turn)
regsave
list