clear

/* demo_gmm.do: Sample program to run spatial GMM with a linear model.*/
infile C1 C2 dep indep1 instr1 instr2 using data_gmm.dat

sum dep

generate newdep = cond(dep<7.2,0,1)



gen const=1

gen cutoff1=4

gen cutoff2=4



xgmlt C1 C2 cutoff1 cutoff2 newdep const indep1, xreg(2) coord(2)
matrix se4 = cov_nd

replace cutoff1 = 4 
replace cutoff2 = 6

xgmlt C1 C2 cutoff1 cutoff2 newdep const indep1, xreg(2) coord(2)
matrix se46 = cov_nd

replace cutoff1 = 6 
replace cutoff2 = 4

xgmlt C1 C2 cutoff1 cutoff2 newdep const indep1, xreg(2) coord(2)
matrix se64 = cov_nd



xgmlt C1 C2 cutoff1 cutoff2 newdep const indep1 instr2, xreg(3) coord(2)