Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: GMM in Stata 11


From   Ari Dothan <ari.dothan@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <pabedifar@gmail.com> 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
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>


-- 
Ari Dothan
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index