The information criteria for the validity of the GMM results

[decheng li]

Dear all,

i have used the command below in my paper.

"ivregress 2sls y x1 x2 x3 (z=z_iv) i.year i.id ,first r
ivregress liml y x1 x2 x3 (z=z_iv) i.year i.id ,first r
ivregress gmm y x1 x2 x3 (z=z_iv) i.year i.id ,first r
ivregress gmm y x1 x2 x3 (z=z_iv) i.year i.id , igmm first r"

But the reviewer thinks that I "have not completed the information criteria for the validity of the GMM results"

I don't understand what the anonymous reviewer wants me to do (maybe AIC BIC or something i dont know).

This is new aera for me and I would appreciate feedback on my problem...

Thanks a lot!