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sysuse auto qui gmm (price-exp({xb:mpg _cons})), inst(mpg) igmm vce(robust) winit(i) quickderivatives gmm
. sysuse auto (1978 automobile data) . . qui gmm (price-exp({xb:mpg _cons})), inst(mpg) igmm vce(robust) winit(i) quickderivatives . gmm GMM estimation Number of parameters = 2 Number of moments = 2 Initial weight matrix: Identity Number of obs = 74 GMM weight matrix: Robust ------------------------------------------------------------------------------ | Robust | Coefficient std. err. z P>|z| [95% conf. interval] -------------+---------------------------------------------------------------- mpg | -.0434544 .0091973 -4.72 0.000 -.0614808 -.0254281 _cons | 9.623275 .2025457 47.51 0.000 9.226293 10.02026 ------------------------------------------------------------------------------ Instruments for equation 1: mpg _cons . end of do-file
set fintensity 100, permanently
set plotregion margin zero, permanently
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