Dear Mam, I don't know how to interpret the results of J statistic and Prob(J-Statistic) in difference GMM? J statistic value for my analysis is 19.99 Prob(J Statistic) is 0.45. Kindly guide me how to interpret. Thank you
Look at results- If J statistics is close to 1 and probability J statistics is far from 1 then the regression model is a good fit. This is how you can judge your regression model if you have employed GMM Model.
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Dear Mam,
I don't know how to interpret the results of J statistic and Prob(J-Statistic) in difference GMM?
J statistic value for my analysis is 19.99
Prob(J Statistic) is 0.45.
Kindly guide me how to interpret. Thank you
Look at results- If J statistics is close to 1 and probability J statistics is far from 1 then the regression model is a good fit.
This is how you can judge your regression model if you have employed GMM Model.