Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: RE: st: RE: GMM estimation: restricting parameter estimates |
| Date | Tue, 25 Jun 2013 20:18:38 +0100 |
When you ask for SEs and P-value for the _variable_ v I assume you
mean the associated coefficient. You might find that easier with a
reparameterization such as
gmm (y-{b0} - {b1}*a-(1 - {b2} - {b3})*k +{b2}*h + {b3}*v)
Everything else is beyond my experience.
Nick
njcoxstata@gmail.com
On 25 June 2013 20:08, Bley N'Dede <ndedecb@tigermail.auburn.edu> wrote:
> how do I get the standard errors and p-value for the variable v which is my variable of interest?
> Could you please tell me what procedure I can use to run a GMM including FIXED EFFECTS? I am not sure if the xtabond includes already fized effects.
Nick Cox [njcoxstata@gmail.com]
> Kit already told you how to do this.
>
> gmm (y-{b0} - {b1}*a-{b2}*k-{b3}*h+ (1 - {b2} - {b3})*v)
>
> Nick
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/