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<0.001Thanks a lot in advance for your help
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