Hi,
I'm used to R but a newbie for SAS.
When it comes to GMM Estimation,
How SAS set its starting values of parameters to minimize criterion function?
For example, in R, I need to set moment conditions and starting values for parameters to minimize criterion function, but I find that SAS do not require users to set starting values, as far as I know.
Since estimates are very sensitive to starting values, I wonder how SAS sets its starting values so that I can get the same estimates between R and SAS.