| [36] | griliches76.dta | |||
| [55] | griliches76.dta | |||
| master.do:25 | ||||
| → | ch14.9.do | ↘ | ||
|
m_mygmm2smata |
[8] | |||
|
m_myomegamata |
[12] | |||
|
m_mygmmcuemata |
[18] | |||
|
m_mycuecritmata |
[22] | |||
|
m_mygmm2smata |
[27] | |||
|
m_myomegamata |
[28] | |||
|
m_mygmmcuemata |
[29] | |||
|
m_mycuecritmata |
[30] | |||
ch14.9.do open
file:script:do
| # | content |
|---|---|
| 1 [+] | * ITSP 14.9 |
| 3 [+] | program drop _all |
| 5 [+] | type mygmm2s.ado |
| 7 [+] | set matastrict on |
| 8 [+] | do m_mygmm2s.mata |
| 10 [+] | type m_mygmm2s.mata |
| 12 [+] | do m_myomega.mata |
| 14 [+] | type m_myomega.mata |
| 16 [+] | type mygmmcue.ado |
| 18 [+] | do m_mygmmcue.mata |
| 20 [+] | type m_mygmmcue.mata |
| 22 [+] | do m_mycuecrit.mata |
| 24 [+] | type m_mycuecrit.mata |
| 26 [+] | set matastrict on |
| 27 [+] | do m_mygmm2s.mata |
| 28 [+] | do m_myomega.mata |
| 29 [+] | do m_mygmmcue.mata |
| 30 [+] | do m_mycuecrit.mata |
| 32 [+] | cscript mygmm2s adofile mygmm2s |
*mata: mata clear *program drop _all // use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta, clear |
|
| 36 [+] | use griliches76 , |
| 37 [+] | quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt) , |
| 38 [+] | savedresults save ivhomo e() |
| 39 [+] | mygmm2s lw , /// exexog(med kww age mrt) |
| 41 [+] | savedresults compare ivhomo e() , /// tol(1e-7) verbose |
| 44 [+] | quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt) , |
| 45 [+] | savedresults save ivrobust e() |
| 46 [+] | quietly mygmm2s lw , /// exexog(med kww age mrt) robust |
| 48 [+] | savedresults compare ivrobust e() , /// tol(1e-7) verbose |
| 51 [+] | cscript mygmmcue adofile mygmmcue |
*mata: mata clear *program drop _all |
|
| 54 [+] | set rmsg on |
| 55 [+] | use griliches76 , |
| 56 [+] | quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt) , |
| 57 [+] | savedresults save ivreg2cue e() |
| 58 [+] | mygmmcue lw , /// exexog(med kww age mrt) |
| 60 [+] | savedresults compare ivreg2cue e() , /// tol(1e-4) verbose |
| 63 [+] | quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt) , |
| 64 [+] | savedresults save ivreg2cue e() |
| 65 [+] | mygmmcue lw , /// exexog(med kww age mrt) robust |
| 67 [+] | savedresults compare ivreg2cue e() , /// tol(1e-4) verbose |
* ITSP 14.9
program drop _all
type mygmm2s.ado
set matastrict on
do m_mygmm2s.mata
type m_mygmm2s.mata
do m_myomega.mata
type m_myomega.mata
type mygmmcue.ado
do m_mygmmcue.mata
type m_mygmmcue.mata
do m_mycuecrit.mata
type m_mycuecrit.mata
set matastrict on
do m_mygmm2s.mata
do m_myomega.mata
do m_mygmmcue.mata
do m_mycuecrit.mata
cscript mygmm2s adofile mygmm2s
*mata: mata clear
*program drop _all
// use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta, clear
use griliches76, clear
quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt), gmm2s
savedresults save ivhomo e()
mygmm2s lw, endog(iq) inexog(s expr tenure rns smsa) ///
exexog(med kww age mrt)
savedresults compare ivhomo e(), include(macros: depvar scalar: N j matrix: b V) ///
tol(1e-7) verbose
quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt), gmm2s robust
savedresults save ivrobust e()
quietly mygmm2s lw, endog(iq) inexog(s expr tenure rns smsa) ///
exexog(med kww age mrt) robust
savedresults compare ivrobust e(), include(macros: depvar scalar: N j matrix: b V) ///
tol(1e-7) verbose
cscript mygmmcue adofile mygmmcue
*mata: mata clear
*program drop _all
set rmsg on
use griliches76, clear
quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt), cue
savedresults save ivreg2cue e()
mygmmcue lw, endog(iq) inexog(s expr tenure rns smsa) ///
exexog(med kww age mrt)
savedresults compare ivreg2cue e(), include(macros: depvar scalar: N j matrix: b V) ///
tol(1e-4) verbose
quietly ivreg2 lw s expr tenure rns smsa (iq=med kww age mrt), cue robust
savedresults save ivreg2cue e()
mygmmcue lw, endog(iq) inexog(s expr tenure rns smsa) ///
exexog(med kww age mrt) robust
savedresults compare ivreg2cue e(), include(macros: depvar scalar: N j matrix: b V) ///
tol(1e-4) verbose