I really appreciate all your work.
I am currently having trouble with my dynamic model. N = 299. T = 5.
I tried to use the postestimation command " estat hausman " to carry out the generalized Hausman test. Here are my codes.
HTML Code:
xtdpdgmm L(0/1).surplus3 L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate , model(fod) /// gmm(surplus3, lag(1 2) ) gmm(L.debt CL.debt#CL.debt#CL.debt ,lag(1 2) collapse) /// gmm(GSF,lag(1 2) ) gmm(BCF,lag(0 .) collapse) gmm(TOR,lag(0 .)) gmm(g,lag(1 .) collapse) /// gmm(invest,lag(1 2) collapse) gmm(poprate,lag(0 2) collapse) /// gmm(BCF TOR poprate,lag(0 0) model(md)) /// gmm(surplus3, lag(1 1) diff model(level)) /// gmm(L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate, lag(0 0) diff model(level)) /// teffects two vce(r) nl(iid) estimates store iid xtdpdgmm L(0/1).surplus3 L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate , model(fod) /// gmm(surplus3, lag(1 2) ) gmm(L.debt CL.debt#CL.debt#CL.debt ,lag(1 2) collapse) /// gmm(GSF,lag(1 2) ) gmm(BCF,lag(0 .) collapse) gmm(TOR,lag(0 .)) gmm(g,lag(1 .) collapse) /// gmm(invest,lag(1 2) collapse) gmm(poprate,lag(0 2) collapse) /// gmm(BCF TOR poprate,lag(0 0) model(md)) /// gmm(surplus3, lag(1 1) diff model(level)) /// gmm(L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate, lag(0 0) diff model(level)) /// teffects two vce(r) nl(noserial) estat hausman iid
Then I modify my code as:
HTML Code:
xtdpdgmm L(0/1).surplus3 L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate , model(fod) collapse /// gmm(surplus3, lag(1 2) ) gmm(L.debt CL.debt#CL.debt#CL.debt ,lag(1 2) ) /// gmm(GSF,lag(1 2) ) gmm(BCF,lag(0 .) ) gmm(TOR,lag(0 .)) gmm(g,lag(1 .) ) /// gmm(invest,lag(1 2) ) gmm(poprate,lag(0 2) ) /// gmm(BCF TOR poprate,lag(0 0) model(md)) /// gmm(surplus3, lag(1 1) diff model(level)) /// gmm(L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate, lag(0 0) diff model(level)) /// teffects two vce(r) nl(iid) estimates store iid xtdpdgmm L(0/1).surplus3 L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate , model(fod) collapse /// gmm(surplus3, lag(1 2) ) gmm(L.debt CL.debt#CL.debt#CL.debt ,lag(1 2) ) /// gmm(GSF,lag(1 2) ) gmm(BCF,lag(0 .) ) gmm(TOR,lag(0 .)) gmm(g,lag(1 .) ) /// gmm(invest,lag(1 2) ) gmm(poprate,lag(0 2) ) /// gmm(BCF TOR poprate,lag(0 0) model(md)) /// gmm(surplus3, lag(1 1) diff model(level)) /// gmm(L.debt CL.debt#CL.debt#CL.debt GSF BCF TOR g invest poprate, lag(0 0) diff model(level)) /// teffects two vce(r) nl(noserial)
First, why is this a problem? Is it " nl(noserial)" should cooperated with "collapse"?
Second, is there any obvious error in my code?
Again I really appreciate all your work, thank you in advance.
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