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st: Stata taking so long in estimating GMM
From
Usman Gilani <[email protected]>
To
"[email protected]" <[email protected]>
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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