Nice work on the Verbeek data files! They looks very good. I'm
attaching a little "descriptions" file to accompany them, and I
can easily bundle them in a Windows installer if we have
permission to distribute them.
As for GMM, I've done a little preparatory spadework, getting
the matrix functionality in better order. You can now (CVS)
add or subtract matrices and scalars as per ox (i.e. scalars are
auomatically "promoted" so you don't get a non-conformability
error). You can also grab the whole dataset (minus the
constant) into a matrix with
matrix X = dataset
With these mods, it's easy enough to replicate your "OC" ox
function, but I haven't tried to go beyond that yet.
Allin.