To Statalist
I used -gmm- to test the equality between two variables (b1, c1) in different models referring to the following.
https://www.stata.com/statalist/arch.../msg00284.html
My command is like this
. gmm (eq1: Y -{b1}*HX-{xb: i.year#i.Sectors i.year#i.Reporter i.Sectors#i.Reporter}-{b0}) ///
(eq2: Y -{c1}*LX-{xc : i.year#i.Sectors i.year#i.Reporter i.Sectors#i.Reporter}-{c0}), ///
instruments(eq1: HZ i.year#i.Sectors i.year#i.Reporter i.Sectors#i.Reporter) ///
instruments(eq2: LZ i.year#i.Sectors i.year#i.Reporter i.Sectors#i.Reporter) onestep winitial(unadjusted, indep)
but I got the error message "could not evaluate equation 1".
There was no problem, when I ran this command without the interaction of dummies (3 pair dummies: country, sector, year)
How can i add this pair dummies into the specification ?
I would greatly appreciate it if someone could help me out.
Thank you!
Best regards,
Baek
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