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st: FW: GMM and Poisson regression


From   alfredo jimenez palmero <alfredojimenezpalmero@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: FW: GMM and Poisson regression
Date   Wed, 19 May 2010 14:16:55 +0000



Hello all:
 
I just got a review for my paper and I would like to ask for some help here. My paper runs GMM but the review suggests a Poisson regression. Given that my variable is not a count variable and that it does take negative value, how can I do it?
 
I am also asked to provide statistics about the heteroskedasticity, how can I get it in Stata?
 
Finally the model I got some critics because according to the reviewer says that when the time-period is short and the series are persistent, the instruments tend be weak and that the two-step GMM standard errors are downward biased in finite samples. I know that thet problem with the bias is resolved using the Windmeijer correction but what can I do about the first issue?
 
Thank you in advance!
 
Alfredo





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