阅读权限 255 威望 0 级论坛币 0 个 通用积分 0 学术水平 0 点 热心指数 0 点 信用等级 0 点 经验 143 点 帖子 2 精华 0 在线时间 12 小时 注册时间 2016-12-24 最后登录 2017-11-15
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威望 0 级论坛币 0 个 通用积分 0 学术水平 0 点 热心指数 0 点 信用等级 0 点 经验 143 点 帖子 2 精华 0 在线时间 12 小时 注册时间 2016-12-24 最后登录 2017-11-15
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错误信息
gmm (e - {rh1}*L.e - {y}*y - {tech}*tech - {st}*st - {ex}*ex - {em}*em - {c1})
warning: 30 missing values returned for equation 1 at initial values
Model not identified. There are more parameters than instruments.
r(481);
使用代码,我根据xtdpdsys改写成gmm开头
gmm (e - {rh1}*L.e - {y}*y - {tech}*tech - {st}*st - {ex}*ex - {em}*em - {c1})
(D.e - {rh1}*LD.e - {y}*D.y - {tech}*D.tech - {st}*D.st - {ex}*D.ex - {em}*D.em)
(y - {rh2}*L.y - {ex}*ex - {em}*em - {k}*k - {l}*l - {c2})
(D.y - {rh2}*LD.y - {ex}*D.ex - {em}*D.em - {k}*D.k - {l}*D.l)
(st - {rh3}*L.st - {ex}*ex - {em}*em - {tech}*tech - {c3})
(D.st - {rh3}*LD.st - {ex}*D.ex - {em}*D.em - {tech}*D.tech)
(tech - {rh4}*L.tech - {y}*y - {den}*den - {ex}*ex - {em}*em - {c4})
(D.tech - {rh4}*LD.tech - {y}*D.y - {den}*D.den - {ex}*D.ex - {em}*D.em),
xtinst(1: D.e, lags(1/1)) xtinst(2: e, lags(2/.)) inst(2: D.y D.tech D.st D.ex D.em, noconstant)
xtinst(3: D.y, lags(1/1)) xtinst(4: y, lags(2/.)) inst(4: D.ex D.em D.k D.l, noconstant)
xtinst(5: D.st, lags(1/1)) xtinst(6: st, lags(2/.)) inst(6: D.ex D.em D.tech, noconstant)
xtinst(7: D.tech, lag(1/1) xtinst(8: tech, lags(2/.)) inst(8: D.y D.den D.ex D.em, noconstant)
deriv(1/rh1 = -1*L.e) deriv(1/y = -1*y) deriv(1/tech = -1*tech) deriv(1/st = -1*st) deriv(1/ex = -1*ex) deriv(1/em = -1*em) deriv(1/c1 = -1)
deriv(2/rh1 = -1*LD.e) deriv(2/y = -1*D.y) deriv(2/tech = -1*D.tech) deriv(2/st = -1*D.st) deriv(2/ex = -1*D.ex) deriv(2/em = -1*D.em)
deriv(3/rh2 = -1*L.y) deriv(3/ex = -1*ex) deriv(3/em = -1*em) deriv(3/k = -1*k) deriv(3/l = -1*l) deriv(3/c2 = -1)
deriv(4/rh2 = -1*LD.y) deriv(4/ex = -1*D.ex) deriv(4/em = -1*D.em) deriv(4/k = -1*D.k) deriv(4/l = -1*D.l)
deriv(5/rh3 = -1*L.st) deriv(5/ex = -1*ex) deriv(5/em = -1*em) deriv(5/tech = -1*tech) deriv(5/c3 = -1)
deriv(6/rh3 = -1*LD.st) deriv(6/ex = -1*D.ex) deriv(6/em = -1*D.em) deriv(6/tech = -1*D.tech)
deriv(7/rh4 = -1*L.tech) deriv(7/y = -1*y) deriv(7/den = -1*den) deriv(7/ex = -1*ex) deriv(7/em = -1*em) deriv(7/c4 = -1)
deriv(8/rh4 = -1*LD*tech) deriv(8/y = -1*D.y) deriv(8/den = -1*D.den) deriv(8/ex = -1*D.ex) deriv(8/em = -1*D.em)
winit(xt LD) wmatrix(robust) vce(unadjusted)
nocommonesample