Hey I'm trying to estimate the following GMM model:
y1= ß0 + ß1x1 + ß2x1^2 + cos(ß3x1) + e1
y2= b0 + b1x1 + b2x2 + sin(b3x2) + e2
First I tried to specify this system:
y1=C(1)+C(2)*x1+C(3)*x1_2+C(4)*cos_x1 @ cos_x1_
y2=C(5)+C(6)*x1+C(7)*x2+C(8)*sin_x2_ @ sin_x2_
And I got it was a near singular matrix, then I specified:
y1=C(1)+C(2)*x1+C(3)*x1_2+cos*C(4)*x1 @ cos_x1_
y2=C(5)+C(6)*x1+C(7)*x2+sin*C(8)*x2 @ sin_x2_
And got: "Wrong number of arguments for COS function in y1=C(1)+C(2)*x1+C(3)*x1_2+cos*C(4)*x1 @ cos_x1_"
Can somebody please tell me how I fix it and if there's any way I can estimate both equations simultaneously? Thanks.
Wrong specification for GMM, please help!
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startz
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Re: Wrong specification for GMM, please help!
You just have some syntax errors. x1_2 isn't x^2, and cos by itself doesn't mean anything. You might want to check the help system.
Re: Wrong specification for GMM, please help!
Yes cos by itself seemed weird to me but the point is to make non-linear models and I'm not sure how to specify the last term. Now I have:You just have some syntax errors. x1_2 isn't x^2, and cos by itself doesn't mean anything. You might want to check the help system.
y1=C(1)+C(2)*x1+C(3)*x1_2+cos(C(4)*x1) @ cos(C(4)*x1)
y2=C(5)+C(6)*x1+C(7)*x2+sin(C(8)*x2) @ sin(C(8)*x2)
But again it says it's non-singular...
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