Hi Zi! On 11/28/09, Yi Du <abraham...@gmail.com> wrote: > I'd like to resort generalized methods of moment to estimate a regression > model but I can't understand the help file of gmm package. If the regression > model is y, the instrumental variable is x, how can I write the code? > > By the way, I use systemfit's 3sls with method3sls='GMM', but I can't get > the suitable results.
The argument "method3sls" of systemfit is only relevant for three-stage least-squares estimations (i.e. argument "method" is "3SLS"). Currently, systemfit cannot estimate models by GMM. Best, Arne -- Arne Henningsen http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
