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st: GMM in Stata 11: what's the assumption on error term: fixed effect or random effect?
From
Pejman Abedifar <[email protected]>
To
[email protected]
Subject
st: GMM in Stata 11: what's the assumption on error term: fixed effect or random effect?
Date
Tue, 1 Feb 2011 16:31:06 +0100
Hi,
When I work on my panel, I have the options to select fixed effect,
random effect or between effect for estimation. However, when I work
by GMM in stata 11, for instance, doing simultaneous equations or IV
estimation, there is no such an option, options are restricted to
2-step GMM, IGMM, initial Weight matirx, etc.
Hence I don't know whether the coefficients are estimated based on
fixed effect assumption or random effect.
Could you please let me know your comment?
--
Kind regards,
Pejman Abedifar
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