I am trying to write up a moment evaluator program that can be fed into a GMM routine. I am stuck at one of the examples provided in the stata help. The program is given below
Code:
program gmm_ivreg version 16 syntax varlist [if] , at(name) rhs(varlist) depvar(varlist) tempvar m quietly gen double `m' = 0 `if' local i 1 foreach var of varlist `rhs' { quietly replace `m' = `m' + `var'*`at'[1,`i'] `if' local `++i' } quietly replace `m' = `m' + `at'[1,`i'] `if' // constant quietly replace `varlist' = `depvar' - `m' `if' end
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