Hi everyone, I am attempting to do a GMM model. I have a list of panel data of 10 years with various company data. I used xtset ID year. I have 1 dependent variable, 1 independent variable and 5 control variables. Can someone please tell me if my code is correct.
Code:
xtabond2 dv1 l.dv1 iv1 c1 c2 c3 c4 c5 i.year i.industry, gmm(l.dv1) iv(iv1 c1 c2 c3 c4 c5)
Code:
xtabond2 dv1 l.dv1 iv1 c1 c2 c3 c4 c5 i.year i.industry, gmm(l.dv1) iv(iv1 c1 c2 c3 c4 c5)
