Hello Kanix,
Thank you for enrolling on our course “Panel Data Analysis in Stata”.
I am happy to assist you with the GMM related issues.
As a first step, kindly share with me your do-file so that I can see whether your specifications are correct. Could you also tell me the version of STATA you have? Probably STATA has updated the dataset I used for the course.
After getting the information mentioned above, I can see if it is something I can explain via email or a face-to-face session. We can schedule a meeting for next week if necessary.
I was following this video and when the professor ran the GMM test, I get slightly different results.
1. I don’t have “Wald chi2 (13)” and “Prob > chi2” numbers. They are empty.
2. The variables “fem”, “blk”, and “ed” were not shown in the table as the professor’s. It said all of the variables were dropped due to collinearity. (Perhaps, this one means the same thing)
3. For the Sargan test, the professor has “chi2(19)”, and I have “chi2( 22)”, and the prob number is different and higher.
4. The Sargan test excluding group numbers are all different.
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3 Comments
Hello Kanix,
Thank you for enrolling on our course “Panel Data Analysis in Stata”.
I am happy to assist you with the GMM related issues.
As a first step, kindly share with me your do-file so that I can see whether your specifications are correct. Could you also tell me the version of STATA you have? Probably STATA has updated the dataset I used for the course.
After getting the information mentioned above, I can see if it is something I can explain via email or a face-to-face session. We can schedule a meeting for next week if necessary.
Looking forward to hearing from you.
Stephen
Hello,
I was following this video and when the professor ran the GMM test, I get slightly different results.
1. I don’t have “Wald chi2 (13)” and “Prob > chi2” numbers. They are empty.
2. The variables “fem”, “blk”, and “ed” were not shown in the table as the professor’s. It said all of the variables were dropped due to collinearity. (Perhaps, this one means the same thing)
3. For the Sargan test, the professor has “chi2(19)”, and I have “chi2( 22)”, and the prob number is different and higher.
4. The Sargan test excluding group numbers are all different.
Can you have guide, please?
Thank you so much,
Kanix
kanix.buk@mahidol.ac.th
Dear Kanix,
Please arrange a session with Dr. Zamore to discuss these issues. In the last lesson of the course you will find his contact details.