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Re: st: Command help with panel data and .....


From   Michael McCulloch <mm@pinest.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Command help with panel data and .....
Date   Sat, 27 Sep 2008 12:05:06 -0700

Dear Steven,
I'm not familiar with these methods, but typing -findit gmm- brought me to the command -xtabond-, and in the help file of that command is mentioned "generalized methods of moments estimator". Could that be the GMM you're looking for?
Michael




Hi all,

I have a panel data from which I am trying to estimate two equations as a system. Both dependent variables are count variables and I need to lag both of them as well. Both equations have the same independent variables. The relationships will be nonlinear. Someone I talked to has mentioned GMM but I still have no clue how to do it.
Is there a command in Stata that I can use to accomdate all these?

Thank you very much.

Steven


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