In that case you need to use -predict-
to generate residuals on the same scale
as the response, and proceed from there.
Nick
[email protected]
Niko Wrede
> I posted this problem a week ago but did not received any
> suggestions so
> far. Please let me also know, if there is no solution to the problem.
>
> I want to use RMSE for comparison of different estimators.
>
> However, using xtabond2 to calculate GMM estimators, there is
> no entry in
> ereturn list for RMSE.
> There is also no entry for RSS so I could calculate the
> RMSE=SQRT(RSS/(N-L)).
>
> Is there any way to calculate it?
>
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