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st: model selection for GMM models / xtabond2


From   SusanK <susank.stata@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: model selection for GMM models / xtabond2
Date   Wed, 13 May 2009 21:46:43 -0400

Dear Statalisters,

I have been estimating dynamic panel data models with help from all of
you and the excellent Roodman "How to do xtabond2" paper.

Now my question turns towards model selection. Is there something akin
to AIC/BIC to help choose models? Is there a command that I can use
with xtabond2?

Many thanks for any advice you may be able to offer!

With best regards,
Susan
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