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st: RE: RMSE using xtabond2

From   "Nick Cox" <>
To   <>
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. 


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
> Is there any way to calculate it?

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