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st: RE: RMSE using xtabond2


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RMSE using xtabond2
Date   Mon, 6 Jun 2005 11:12:00 +0100

In that case you need to use -predict- 
to generate residuals on the same scale 
as the response, and proceed from there. 

Nick 
n.j.cox@durham.ac.uk 

Niko Wrede
 
> 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?
> 

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