Hello netizens of Stata forum.
I have a panel of 13 countries and 8 years. I tried with the GMM but the results are not satisfactory because the number of instruments is always higher than the number of groups even if I drastically reduce the number of regressors.
What are the appropriate estimation methods to simultaneously control endogeneity, heteroscedasticity, autocorrelation and fixed effects in Stata?
Endogeneity, heteroscedasticity, autocorrelation and fixed effects are the problems in my data.
Thank you
Related Posts with What estimation methods can endogenicity, heteroskedasticity, autocorrelation and fixed effects be solved without using GMM?
Dealing w/ multicollinearity in logit model w/ FE (state, month)I’m conducting an analysis where I want to know how my outcome of interest, reemployment probability…
Why using the same code but can run in one machine and cannot run in another machine resulting r(123)?Hi all, I suspect the problems previously but I can confirm today that some code of mine can work i…
Regression analysis with panel dataHello Everyone, I have a panel dataset with approximately 5300 observations and I am analysing if a…
What does "star" option in pwcorr mean?Normally I used pwcorr to have a correlation matrix. And for such a command, we have a star option. …
cannot run GMMDear Statalist, I am using stata v.14... I have unbalanced panel data with T = 17 and N = 18. I mo…
Subscribe to:
Post Comments (Atom)
0 Response to What estimation methods can endogenicity, heteroskedasticity, autocorrelation and fixed effects be solved without using GMM?
Post a Comment