Wrong specification for GMM, please help!
Posted: Sun Dec 06, 2009 5:47 pm
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.
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.