Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: GMM

From   Janine Darfield <>
Subject   st: GMM
Date   Wed, 24 May 2006 23:20:37 +0100 (BST)


I need to do some GMM estimation on panel data (which
has about 700 companies and about 40 quarters). I have
found 3 stata commands for doing GMM:
xtabond/xtabond2; ivreg, gmm / xtivreg, gmm; and
ivgmm0 (I hope I am correct that these are all ways of
estimating with GMM). Can anyone tell me what the
difference between the 3 methods is and which of these
is the "best" to use? And is there a way of getting an
equivalent result in these 3 methods (for example what
would be an equivalent specification, if any?)

I would be terribly grateful for any guidance as I
have tried to read the help files and other literature
but am still very confused about this.


All new Yahoo! Mail "The new Interface is stunning in its simplicity and ease of use." - PC Magazine
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index