GMM

netivreg: Estimation of Peer Effects in Endogenous Social Networks

The command netivreg implements the Generalized Three-Stage Least Squares (G3SLS) estimator and the Generalized Method of Moments (GMM) estimator for the endogenous linear-in-means model.

Estrada P, Estrada J, Huynh K, Jacho-Chavez D, Sanchez-Aragon L