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.
... View more