Error when using GMM estimator

[Zayna Ejaz]

Hi,

I am currently completing my dissertation and using Stata 17.
My regression analysis has gone fine but when I use the GMM estimator for the instrumental variable approach I get:

gmm (lnir - b1*inflation - b2*bus_cycle - b3*l.s), instruments(l2.bus_cycle l2.inflationl3.inflatio
> nl3.bus_cycle l2.s l3.s) twoswmatrix(robust)
note: no parameters in equation 1.
matrix __00000A not found
r(111);

I do not understand why this is happening. I put it in one single line in the command window so I and not sure what went wrong.

Zayna

[Zayna Ejaz]

I have resolved this issue now!
No need to specifically solve this problem for me.

Zayna

[Holt Dwyer]

Hi! Could you say what your solution was? I'm experiencing the same (unhelpful) error code in a similar situation.

[Jeff Pitblado (StataCorp)]

Without providing some data and the code you ran, it is difficult for anyone to help you. However, based on the syntax and examples in the documentation, it appears that the original poster forgot to bind their model paramter names in curly brackets, i.e. {b1}.

Their call to gmm should have been.

gmm (lnir - {b1}*inflation - {b2}*bus_cycle - {b3}*l.s), ///
    instruments(l2.bus_cycle l2.inflationl3.inflatio nl3.bus_cycle l2.s l3.s) ///
    twostep ///
    wmatrix(robust)