Re: st: Command help with panel data and .....

[Michael McCulloch <mm@pinest.org>]

Dear Steven,
I'm not familiar with these methods, but typing -findit gmm- brought 
me to the command -xtabond-, and in the help file of that command is 
mentioned "generalized methods of moments estimator". Could that be 
the GMM you're looking for?
Michael




> Hi all,
>
> I have a panel data from which I am trying to estimate two equations 
> as a system. Both dependent variables are count variables and I need 
> to lag both of them as well. Both equations have the same 
> independent variables. The relationships will be nonlinear. Someone 
> I talked to has mentioned GMM but I still have no clue how to do it. 
> Is there a command in Stata that I can use to accomdate all these?
>
> Thank you very much.
>
> Steven
>
>
>      
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