Fixed Effect, Random Effect, and GMM

[Huda Amin]

Hi all,

I've run a fixed effect, random effect and GMM to investigate the impact of female proportion on firm performance (ROA, Tobin's Q, and Labour productivity), please check the attached photos and provide me with your feedback to choose the best method.

[Carlo Lazzaro]

Huda:
some comments about your query:
1) please do not post screenshots but use CODE delimiters to share what you typed and what Stata gave you back (as per FAQ). Thanks;
2) static and dynamic (GMM) panel regressions are not intercheangeable;
3) in order to get positive replies, a description of what you're after is called for;
4) given the number of your panels, you should inboke cluster-robust standard errors.