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st: F-value in System GMM


From   "Hamizah Hassan" <hamizah.hassan@rmit.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: F-value in System GMM
Date   Tue, 10 Aug 2010 16:41:13 +1000

Greetings,

I found the f-value in four regressions of:
1) one-step system GMM ranging in between 6477.85 - 13349.89
2) two-step system GMM ranging in between 5866.09 - 11138.27

All of the f statistics are significant. Do these numbers make sense?

Regards,
Hamizah Hassan

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