Hey all,
I have drawn 1000 observation and generated F distribution with 10 and 32 as degrees of freedom using following commands
set obs 1000
set seed 12345
generate y=invF(10,32 ,runiform( ))
I have to estimate the F parameters using GMM estimation and I have used the following commands
gmm (y -{d}), instruments() onestep
gmm ((y-{d})^2 -2*{d}) ,instruments() onestep
I am getting the following results
g
My problem is that I have to get two parameters for the estimation since i am getting only one parameter as you can see in the table -Can any help me how can I estimate two parameters of F distribution using GMM
Thanking you
fadi
I have drawn 1000 observation and generated F distribution with 10 and 32 as degrees of freedom using following commands
set obs 1000
set seed 12345
generate y=invF(10,32 ,runiform( ))
I have to estimate the F parameters using GMM estimation and I have used the following commands
gmm (y -{d}), instruments() onestep
gmm ((y-{d})^2 -2*{d}) ,instruments() onestep
I am getting the following results
My problem is that I have to get two parameters for the estimation since i am getting only one parameter as you can see in the table -Can any help me how can I estimate two parameters of F distribution using GMM
Thanking you
fadi
