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Leo123
Calcite | Level 5

Hi! I am new to SAS and I was trying to implement GMM method in the model PROC.

The documentation specifies the instruments to be cross product of real valued function q and vector of instruments z. 

Is there a way I can specify which particular instrument z_i to be applied to particular function q_j, instead of kronecker product all of them all at once? 

 

Thanks in advance!

1 ACCEPTED SOLUTION

Accepted Solutions
SASCom1
SAS Employee

You can specify different set of instruments for different equations using the following syntax in INSTRUMENTS statement:

 

      INSTRUMENTS (equation, variables)(equation, variables);

 

This is discussed in the Syntax-->INSTRUMENTS Statement section of PROC MODEL documentation:

 

https://go.documentation.sas.com/doc/en/etsug/15.2/etsug_model_sect045.htm

 

in particular, the third form of the INSTRUMENTS statement syntax in the documentation corresponds to the case with different instruments specified for different equations.

 

I hope this helps.

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5 REPLIES 5
ChrisNZ
Tourmaline | Level 20
celalsur
Calcite | Level 5

where it is moved ?

ChrisNZ
Tourmaline | Level 20

It was moved to the procedures community in an effort to help since you did not get any reply on the programming community.

celalsur
Calcite | Level 5

Thanks for your quick reply, will check it.  wendy's lunch time surveyzop.com

SASCom1
SAS Employee

You can specify different set of instruments for different equations using the following syntax in INSTRUMENTS statement:

 

      INSTRUMENTS (equation, variables)(equation, variables);

 

This is discussed in the Syntax-->INSTRUMENTS Statement section of PROC MODEL documentation:

 

https://go.documentation.sas.com/doc/en/etsug/15.2/etsug_model_sect045.htm

 

in particular, the third form of the INSTRUMENTS statement syntax in the documentation corresponds to the case with different instruments specified for different equations.

 

I hope this helps.

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