I am running a Iterated GMM model like this:
Code:
webuse abdata xtdpdgmm L(0/1).n l.w l.k, model(diff) gmm(n w, l(2 4)) iv(l.k) small noconstant vce(r) igmm igmmiterate(100) * soring relevant information estadd scalar Groups = e(N_g) estadd scalar Instruments = e(zrank) estadd scalar iter = e(ic) eststo igmm
I know how to run the commands but I am having troubles add the results to the stored estimates.
The post estimation command are the following
Code:
estat serial, ar(1/3) estat overid
Code:
esttab igmm, s(N Instruments Groups iter ar2 hj) ---------------------------- (1) n ---------------------------- L.n 1.858*** (9.81) L.w 0.607 (1.96) L.k -0.724*** (-4.20) ---------------------------- N 891 Instruments 37 Groups 140 iter 0 ar2 0.0182 hj 0.0027 ---------------------------- t statistics in parentheses * p<0.05, ** p<0.01, *** p<0.001
Thanks a lot in advance for your help
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