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RE: RE: st: RE: GMM estimation: restricting parameter estimates
From
"Bley N'Dede" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: RE: st: RE: GMM estimation: restricting parameter estimates
Date
Tue, 25 Jun 2013 22:27:17 +0000
Thank you very much
________________________________________
From: [email protected] [[email protected]] on behalf of Nick Cox [[email protected]]
Sent: Tuesday, June 25, 2013 7:18 PM
To: [email protected]
Subject: Re: RE: st: RE: GMM estimation: restricting parameter estimates
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
[email protected]
On 25 June 2013 20:08, Bley N'Dede <[email protected]> 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 [[email protected]]
> Kit already told you how to do this.
>
> gmm (y-{b0} - {b1}*a-{b2}*k-{b3}*h+ (1 - {b2} - {b3})*v)
>
> Nick
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