dear lister,
how can I interpret this results?
Can i use the predicted values and the residuals using
the coefficient matrix to calculate sum of squared
residuals? and how?
thank you very much!!!
pvar growthcy cgini, lag(2) gmm
GMM started : 11:35:01
accumulating matrices equation 1,2,calculating b2sls
calculating big ZuuZ matrix
finished accumulating ZuuZ
Results of the Estimation by system GMM
number of observations used : 324
-------------------------------------------------------
EQ1: dep.var : h_growthcy
b_GMM se_GMM t_GMM
L.h_growthcy .92399407 .27407167 3.3713593
L.h_cgini -1.1998996 1.0643913 -1.1273106
L2.h_growthcy .2668502 .25814203 1.033734
L2.h_cgini -.32925026 .40951044 -.80400943
-------------------------------------------------------
EQ2: dep.var : h_cgini
b_GMM se_GMM t_GMM
L.h_growthcy .09410076 .10060045 .93539103
L.h_cgini .86853849 .37766112 2.2997826
L2.h_growthcy -.12110816 .0829713 -1.4596391
L2.h_cgini .02384172 .13200178 .18061666
-------------------------------------------------------
just identified - Hansen statistic is not calculated
symmetric uu[2,2]
growthcy cgini
growthcy .01522967
cgini -.00060819 .00147087
Residuals correlation matrix
| u1 u2
-------------+------------------
u1 | 1.0000
|
|
u2 | -0.1269 1.0000
| 0.0223
|
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