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Help needed to fix GMM iteration problem
I am trying to write a wrapper using GMM. When I do it manually, it converges very fast and provides me coefficients and SE. However, when I write it...Last edited by Rabiul Islam; 29 Feb 2020, 10:23.
 2 posts

Wrapper program using GMM (help needed)
/****I am trying to write a wrapper program using GMM. The program more or less looks like this:****/
program define svywt
syntax varlist,...
 1 post

Issues with Dynamic Panel Data with Fixed Effects
Good evening all,
I am trying to determine the effect of financialisation on inequality. I have panel data for 6 countries covering a period...
 4 posts

Tarjei W. Havneraas started a topic Specifying IV with panel data, binary treatment and binary/count outcomein GeneralSpecifying IV with panel data, binary treatment and binary/count outcome
Dear all Statalisters
I am working on an application of an instrumental variable (IV) approach to address unobserved confounding. My main...
 1 post

Why should I use difference GMM instead of system GMM (ArellanoBond)
What are the reasons to use ArellanoBond's difference GMM instead of system GMM? xtabond vs. xtabond2?
Reasons to apply a system GMM es...Last edited by Olaf Hotte; 04 Dec 2019, 09:06.
 2 posts

Fatema Alaali started a topic Independent variable is omitted due to collinearity when using xtabond2 commandin GeneralIndependent variable is omitted due to collinearity when using xtabond2 command
I ran the xtabond2 command using Stata 11 and got all the results needed for different models. I saved all the commands in a do file.
I am trying...
 1 post

xtabond2 lag suboption
Dear Statalist,
I am examining quarterly data for an unbalanced panel of 11,000+ banks from 1996:Q1 to 2016:Q4 using Stata/IC. I am using...
 2 posts

General xtabond2 queries
Dear Statalist,
I am examining quarterly data for an unbalanced panel of 11,000+ banks from 1996:Q1 to 2016:Q4 using Stata/IC. I am using...Last edited by Joshua Evanss; 30 Oct 2019, 06:36.
 3 posts

SystemGMM without level equation
I have a question regarding systemGMM. In this case, it seems that I have a twostep system GMM but I have not specified the instrument variables in...
 2 posts

Generate year and quarter dummies for my Difference Gmm test
Hi all, Can you please guide me how to generate dummys for both year and quarter? I am doing my thesis on determinants of bank profitability. My data...
 1 post

Replicate OLS estimation using GMM command
Hi Statalisters,
I have a question about using the gmm command to replicate OLS estimation. Things work fine up until I introduce a dummy...
 3 posts

Dynamic Panel Regression  T=15, N is around 1418 (unbalanced)
Hi
I am currently doing my undergraduate thesis and our dataset includes an unbalanced panel with 14 to 18 banks with the years 20032017...
 2 posts

xtabond2: question about Sargan, Hansen and pvalues
Dear all,
I am new to the xtabond2 command and I have been struggling with this for a while so I really appreciate any assistance and help...Last edited by Anna Per; 10 Apr 2019, 00:49.
 1 post

gmm estimation of probit model in the presence of heteroscedasticity
Dear statalists,
I tried to conduct a Monte Carlo simulation to show that under conditional heteroscedasticity, gmm estimation of the probit...
 1 post

GMM: Multiple lagged moment conditions
Hello everyone! I am a complete newbie to Stata and am thus really grateful for any help. I am currently trying to implement a highly nonlinear model...
 1 post