xtdpd and Hansen test

[Ondrej Badura]

Hello,

Is there any command to run Hansen test after xtdpd? I know I could use xtabond2 to do so, but I would like to stay with xtdpd.

Thanks

[Sebastian Kripfganz]

No, there is not. If you do not want to use community-contributed commands, the estat overid postestimation command after the official gmm command computes the Hansen test. See the help files for examples. Otherwise, I recommend to use the xtdpdgmm command:
XTDPDGMM: new Stata command for GMM estimation of linear dynamic panel models

[Ondrej Badura]

Ok thanks for advice.

[Foad Zamani]

Hello everyone, I have a question and it is very important, thank you for your guidance.
In a research with panel data, I use my model based on the approach of GMM, in addition, I want to control the effects of year and industry in the model, but it gives me an error. Thank you for guiding me to correct the following command, Please;

"xtdpd etr L.etr ceonarcissismremuneration lev roa owncon duality fsize bsize ceoage bmeeting, dgmmiv(ceonarcissismremuneration lev roa owncon duality fsize bsize ceoage bmeetin i.industry i.years) dgmm(etr, lagrange(2 4)) lgmmiv( etr ) twostep artests(2)"

[Weiwen Ng]

Hello everyone, I have a question and it is very important, thank you for your guidance.
In a research with panel data, I use my model based on the approach of GMM, in addition, I want to control the effects of year and industry in the model, but it gives me an error. Thank you for guiding me to correct the following command, Please;

"xtdpd etr L.etr ceonarcissismremuneration lev roa owncon duality fsize bsize ceoage bmeeting, dgmmiv(ceonarcissismremuneration lev roa owncon duality fsize bsize ceoage bmeetin i.industry i.years) dgmm(etr, lagrange(2 4)) lgmmiv( etr ) twostep artests(2)"

As mentioned on the other thread, please ask this as a new thread, rather than adding it to an answered and not clearly related question. In addition, you need to state the exact error. You can also search for the error to see if there’s a solution already.

[Foad Zamani]

Hello and good time, my main problem is that I don't know how to ask a new question. Please guide me from which part to ask questions.

[Weiwen Ng]

Hello and good time, my main problem is that I don't know how to ask a new question. Please guide me from which part to ask questions.

As I said, please

1. post a new topic
2. report the exact error message that Stata gave you. Without this, any users of the command will have to guess at what went wrong. There may be many causes for errors, so people may be unable to guess.
3. if the code isn’t the exact code you used, posting the exact code can be helpful
4. Not required 100% of the time, but it often helps to have a snapshot of your data. You can extract a few observations using the dataex command.

[Foad Zamani]

I asked my own question with sample data as a new question (Dynamic panel and GMM)