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From | "Bley N'Dede" <ndedecb@tigermail.auburn.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | RE: RE: st: RE: GMM estimation: restricting parameter estimates |
Date | Tue, 25 Jun 2013 22:27:17 +0000 |
Thank you very much ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Nick Cox [njcoxstata@gmail.com] Sent: Tuesday, June 25, 2013 7:18 PM To: statalist@hsphsun2.harvard.edu 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 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/ * * 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/