https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/proc-model-gmm-weight/m-p/800488#M4360 <P>I have the same question and any help is appreciated!</P> Sun, 06 Mar 2022 18:44:55 GMT Leo123 2022-03-06T18:44:55Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/proc-model-gmm-weight/m-p/485696#M3247 <P>Hello,</P> <P>&nbsp;</P> <P>How can I have&nbsp;my own weight matrix&nbsp;for moment conditions&nbsp;under proc model gmm?</P> <P>&nbsp;</P> <P>There is "Weight" statement under proc model, however, it gives weight only to each observation. I would like to have weight for each moment condition in GMM but I couldn't find any option to do it under proc model gmm.</P> <P>&nbsp;</P> <P>Thank you.</P> Fri, 10 Aug 2018 10:07:35 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/proc-model-gmm-weight/m-p/485696#M3247 ibsulkim 2018-08-10T10:07:35Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/proc-model-gmm-weight/m-p/800488#M4360 <P>I have the same question and any help is appreciated!</P> Sun, 06 Mar 2022 18:44:55 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/proc-model-gmm-weight/m-p/800488#M4360 Leo123 2022-03-06T18:44:55Z