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# Re: st: Stata taking so long in estimating GMM

 From William Buchanan To "statalist@hsphsun2.harvard.edu" Subject Re: st: Stata taking so long in estimating GMM Date Sat, 5 Jan 2013 05:04:05 -0800

```You should first read and review the Statalist FAQ. Then read the advice that has been repeatedly provided to you. Why would you expect any software package to perform well if you're trying to fit an overly complex model (remember the principal of parsimony that several people have reminded you about)?

HTH,
Billy

Sent from my iPhone

On Jan 5, 2013, at 4:57, Usman Gilani <u.gilani@icloud.com> wrote:

> 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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```