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Re: st: GMM in Stata 11
From
Ari Dothan <[email protected]>
To
[email protected]
Subject
Re: st: GMM in Stata 11
Date
Tue, 1 Feb 2011 17:19:15 +0200
Pejman,
gmm is not different in this respect from any other regression method.
If you have panels of firms over years, probably fixed effects are a
more suitable method. It's a question related to your data nature, not
to the regression method used
Best
On 2/1/11, Pejman Abedifar <[email protected]> wrote:
> Hi,
>
> Could you please tell me how I should interpret the estimated
> coefficients using GMM in stata 11(based on random effect or fixed
> effect or between effect)?
>
> --
> Kind regards,
> Pejman Abedifar
> *
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>
--
Ari Dothan
*
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