-
Login or Register
- Log in with
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
Leave a comment: