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st: Small Sample Statistics

From   odongo kodongo <>
Subject   st: Small Sample Statistics
Date   Mon, 8 Mar 2010 20:24:57 +0200

Dear Statalisters,
I'm conducting a multiple equation regression (system) through GMM. The
following few questions arise:
1. Can I be able to obtain small sample test statistics (t) rather than z?
2. Is it possible to determine the following measures of fit for each
equation in the system? R squared? RMSE?
Thank you.

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