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Re: st: Small Sample Statistics


From   odongo kodongo <odongo.kodongo@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Small Sample Statistics
Date   Tue, 9 Mar 2010 08:33:48 +0200

Thank you. Let me try to be more to the point.

On Tue, Mar 9, 2010 at 5:29 AM, Michael Hanson <mshanson@mac.com> wrote:

> On Mar 8, 2010, at 1:24 PM, odongo kodongo wrote:
>
>  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?
>>
>
>        Many e-class commands, such as -ivregress gmm- and -xtabond2-,
> support the -small- option.  You'll need to look at the -help- for your
> specific (but unnamed) command to see if it too supports this option.
>
>
>
>  2. Is it possible to determine the following measures of fit for each
>> equation in the system? R squared? RMSE?
>>
>
>        Depends on the way you specify your model (easy, for example, in a
> model that can be re-written in a recursive form), and the Stata commands
> you use.
>
>        In both cases, you really need to provide more information
> (including, most importantly, the exact Stata commands you are using), if
> you expect to get more specific help.  Please (re-)read the Statalist FAQ
> for advice on how to ask questions that will better your chances of getting
> the intended response.  The link to the FAQ is at the end of every message
> posted to Statalist (including this one.)
>
> Best,
> Mike
>
>
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