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st: Panel data and IV GMM, please need some guidance


From   FredVer <frederiqueverblakt@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Panel data and IV GMM, please need some guidance
Date   Sun, 10 Jun 2012 09:37:23 -0700 (PDT)

Dear all,

I have the question if data have a panel structure, with unique identifiers
over time and specified for 20 countries...Do you need to run a xtivreg2
regression per se or will a ivregress gmm regression also suffice?

The problem is I already have run an ivregress gmm regression, as my data
show heteroskedasticity and the diagnostic tests look good. I have chosen
this model as the leading paper does not include time anymore, so the
variables are averaged over the period under study. Now my supervisor
expected that I would run a panel data analysis...but that is not what I've
done.

Can i motivate why I did not make use of my panel structure and more
important...is it wrong? As I have a week to deliver my final version, I
would really appreciate if someone could tell me if this regression is no
good and what would be terrible...do I need to run al the regressions again
and now with xtivreg2?

--
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