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st: help!! pvar


From   HELENE STATA <helenstata@yahoo.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: help!! pvar
Date   Thu, 1 Mar 2007 15:10:02 +0100 (CET)

dear lister,
how can I  interpret this results?
Can i use the predicted values and the residuals using
the coefficient matrix to calculate sum of squared
residuals? and how?
thank you very much!!!

pvar  growthcy  cgini, lag(2) gmm
GMM started : 11:35:01
accumulating matrices equation 1,2,calculating b2sls
calculating big ZuuZ matrix
finished accumulating ZuuZ
Results of the Estimation by system GMM
number of observations used : 324
-------------------------------------------------------
EQ1: dep.var     : h_growthcy

                      b_GMM      se_GMM       t_GMM
   L.h_growthcy   .92399407   .27407167   3.3713593
      L.h_cgini  -1.1998996   1.0643913  -1.1273106
L2.h_growthcy    .2668502   .25814203    1.033734
     L2.h_cgini  -.32925026   .40951044  -.80400943

-------------------------------------------------------
EQ2: dep.var     : h_cgini

                      b_GMM      se_GMM       t_GMM
   L.h_growthcy   .09410076   .10060045   .93539103
      L.h_cgini   .86853849   .37766112   2.2997826
L2.h_growthcy  -.12110816    .0829713  -1.4596391
     L2.h_cgini   .02384172   .13200178   .18061666
-------------------------------------------------------
just identified - Hansen statistic is not calculated

symmetric uu[2,2]
              growthcy       cgini
growthcy   .01522967
     cgini  -.00060819   .00147087

Residuals correlation matrix

               |       u1       u2
-------------+------------------
            u1 |   1.0000
               |
               |
            u2 |  -0.1269   1.0000
               |   0.0223
               |








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