Dear friends,
I am trying to run a 'suest' generalized Hausman test after 'xtdpdgmm' estimation, I didn't use vce option at the end.
It returns error r(322) "was estimated with a nonstandard vce (conventional)"
which does not make sense to me.
and when I use the 'Hausman' command it works just fine. No error there.
Could anyone explain to me why 'suest' won't work in this case? I have an unbalanced panel. large N small T.