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st: RMSE using xtabond2


From   "Niko Wrede" <wrede@wiso.uni-koeln.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RMSE using xtabond2
Date   Mon, 6 Jun 2005 11:43:12 +0200

Dear all,

I posted this problem a week ago but did not received any suggestions so
far. Please let me also know, if there is no solution to the problem.

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.
There is also no entry for RSS so I could calculate the
RMSE=SQRT(RSS/(N-L)).

Is there any way to calculate it?

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

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