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| From | FredVer <frederiqueverblakt@hotmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Panel data and IV GMM, please need some guidance |
| Date | Sun, 10 Jun 2012 09:37:23 -0700 (PDT) |
Dear all, I have the question if data have a panel structure, with unique identifiers over time and specified for 20 countries...Do you need to run a xtivreg2 regression per se or will a ivregress gmm regression also suffice? The problem is I already have run an ivregress gmm regression, as my data show heteroskedasticity and the diagnostic tests look good. I have chosen this model as the leading paper does not include time anymore, so the variables are averaged over the period under study. Now my supervisor expected that I would run a panel data analysis...but that is not what I've done. Can i motivate why I did not make use of my panel structure and more important...is it wrong? As I have a week to deliver my final version, I would really appreciate if someone could tell me if this regression is no good and what would be terrible...do I need to run al the regressions again and now with xtivreg2? -- View this message in context: http://statalist.1588530.n2.nabble.com/Panel-data-and-IV-GMM-please-need-some-guidance-tp7580198.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/