Displaying 2 results from an estimated 2 matches for "sysmod".
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sysmon
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
...rate logs beforehand (ugh!). I'm also adding the
'nomata' option to avoid complications, but this will be unnecessary on most
systems (not on mine...).
The system-GMM estimator (with robust SEs) in Stata is 'xtabond2 n
nL1, gmm(L.(n)) nomata robust' whose R equivalent is:
> sysmod<-pgmm( dynformula( log(emp) ~ 1, list(1)), data=EmplUK, gmm.inst=~log(emp), lag.gmm=c(2,99),
+ effect="individual", model="onestep", transformation="ld" )
> summary(sysmod, robust=TRUE)
(note that although 'summary(sysmod)' does not report a constant,...
2009 Apr 01
0
回复： R-help Digest, Vol 73, Issue 32
...rate logs beforehand (ugh!). I'm also adding the
'nomata' option to avoid complications, but this will be unnecessary on most
systems (not on mine...).
The system-GMM estimator (with robust SEs) in Stata is 'xtabond2 n
nL1, gmm(L.(n)) nomata robust' whose R equivalent is:
> sysmod<-pgmm( dynformula( log(emp) ~ 1, list(1)), data=EmplUK, gmm.inst=~log(emp), lag.gmm=c(2,99),
+ effect="individual", model="onestep", transformation="ld" )
> summary(sysmod, robust=TRUE)
(note that although 'summary(sysmod)' does not report a constant,...