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st: Stata taking so long in estimating GMM


From   Usman Gilani <u.gilani@icloud.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Stata taking so long in estimating GMM
Date   Sat, 05 Jan 2013 12:57:06 +0000

Dear statelist,
I'm running a GMM regression for panel data on stata 12 but it's now 3 hours and stata is not completing it, it stuck at  step 2; iteration 3 as you can see below, 

my question is should I wait or stop the process and run it again ?

Step 1
Iteration 0:   GMM criterion Q(b) =  .15918243  
Iteration 1:   GMM criterion Q(b) =   .0002628  
Iteration 2:   GMM criterion Q(b) =  .00018952  
Iteration 3:   GMM criterion Q(b) =  .00018952  

Step 2
Iteration 0:   GMM criterion Q(b) =  .06458347  
Iteration 1:   GMM criterion Q(b) =  .04372914  
Iteration 2:   GMM criterion Q(b) =  .04367703  
Iteration 3:   GMM criterion Q(b) =  .04367703  

thanks

Gilani.
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