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st: No RMSE using xtabond2?


From   "Niko Wrede" <wrede@wiso.uni-koeln.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: No RMSE using xtabond2?
Date   Fri, 3 Jun 2005 17:00:36 +0200

Dear Statalisters,

I want to use RMSE for comparison of different estimators.

However, using xtabond2 to calculate GMM estimators, there is no entry in
ereturn list for RMSE.

Is there any way to calculate it?

I appreciate any help and thank your for your efforts in advance
Niko

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