75 results in 0.0110 seconds.
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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. -
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,... -
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... -
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... -
Why should I use difference GMM instead of system GMM (Arellano-Bond)
What are the reasons to use Arellano-Bond'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. -
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... -
xtabond2 lag sub-option
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... -
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. -
System-GMM without level equation
I have a question regarding system-GMM. In this case, it seems that I have a two-step system GMM but I have not specified the instrument variables in... -
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... -
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... -
Dynamic Panel Regression - T=15, N is around 14-18 (unbalanced)
Hi
I am currently doing my undergraduate thesis and our dataset includes an unbalanced panel with 14 to 18 banks with the years 2003-2017... -
xtabond2: question about Sargan, Hansen and p-values
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. -
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... -
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 non-linear model...
