search for: noleveleq

Displaying 2 results from an estimated 2 matches for "noleveleq".

2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
...idual", model="onestep", transformation="ld" ) > summary(sysmod, robust=TRUE) (note that although 'summary(sysmod)' does not report a constant, it's actually there; this is an issue to be checked). while the difference-GMM is 'xtabond2 n nL1, gmm(L.(n)) noleveleq nomata robust', in R: > diffmod<-pgmm( dynformula( log(emp) ~ 1, list(1)), data=EmplUK, gmm.inst=~log(emp), lag.gmm=c(2,99), + effect="individual", model="onestep", transformation="d" ) > summary(diffmod,robust=TRUE) The particular model Ivo asked for...
2009 Apr 01
0
回复: R-help Digest, Vol 73, Issue 32
...idual", model="onestep", transformation="ld" ) > summary(sysmod, robust=TRUE) (note that although 'summary(sysmod)' does not report a constant, it's actually there; this is an issue to be checked). while the difference-GMM is 'xtabond2 n nL1, gmm(L.(n)) noleveleq nomata robust', in R: > diffmod<-pgmm( dynformula( log(emp) ~ 1, list(1)), data=EmplUK, gmm.inst=~log(emp), lag.gmm=c(2,99),  +  effect="individual", model="onestep", transformation="d" ) > summary(diffmod,robust=TRUE) The particular model Ivo asked for...