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  • Do I have to use the " two-step difference GMM " for the moderator since I already used it (GMM) in testing impact of IVs on DV ?

    Hello dear STATList users



    I hope all of you are doing great. This is the second time I post here.

    For my thesis I’m testing two types of relationships:

    1-The impact of groups of IVs on the DV, for this I used two-step difference GMM and its done.

    2- The impact of moderator in moderating the relationship between certain IVs and the DV. Here is where I got confused and stuck.

    I have tried ols for the moderator and I got the results, but, I’m not sure if I must use (two-step difference GMM) for moderator since I already used it (GMM) for the previous analysis for testing the effect IVs on the DV. I have tried so many times to run (two-step difference GMM) for the moderator but it keeps giving me error, I don’t know how to do it.

    My question is: Do I have to use the (two-step difference GMM) for moderator analysis? Or is ols result enough?

    Your help and advice are strongly appreciated.

    Best regards




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