I have a question regarding SGMM. I have run the regression 'xtabond2 gdpg lgdpg d pop educ loginv, gmm(L2.(lgdpg d pop educ loginv), collapse) twostep robust nodiffsargan orthogonal' on stata to examine the relationship between public debt and economic growth (accounting for population, investment, and education) however, I have 111 instruments and so the Hargan/Sansen tests suggest the model is weakened by many instruments. I am unsure why this is and how to resolve the issue.
Related Posts with SGMM - problem with Sargan/Hansen tests
Variability over time of positive and negative valuesHello, I'm interested in calculating the variability over time of a variable that can takes either …
Transferring coefficients across multiple datasetsHi Everyone, I have the following problem: I have dataset A and B. I am running several (like 5 va…
calculating unique occurrence of variableHello everyone, I have got a panel data set consisting of 12 waves. Every individual has got a uniq…
Synth execution for missing time seriesHi, I have a time series from 1998-2013 without any observation for 2002. Can you please tell how t…
Difficulty aggregating variables to the unit of analysis without losing or altering dataHello, I'm a first year grad student that is fairly new to Stata. I'm working on a project in which…
Subscribe to:
Post Comments (Atom)
0 Response to SGMM - problem with Sargan/Hansen tests
Post a Comment