Hi, your video is a life saver for me, i was strugglling with my thesis, i know when i finished my thesis, will not be using stata anymore so just want to say appreciate your time and effort. Thank you
Thank you for your content. Just wanted to know what criteria you used to check for instrumental variable quality? I mean whether the instrument is a good fit or not
Hi @ ucchash. Thank you for watching. The sargan and Hansen test are designated for instrument validity test. The thanks hypothesis of instruments are valid must be accepted for the two tests.
Thanks for this insightfull video. I have questions related to the reason of choosing lag(1 5) and lag(2 4). Why u seletected those lag and not others? Can u provide the journal or article of it? I am struggling on gmm for my thesis and it will help me alot. Thank you Sir
Thank you for watching. There is no general guidelines for choosing lags to be included, but the rule of thumb is the lag to be less that the numbers of parameter in the model. The lags (2 4) and (1 5) were just chosen for the sake of the video and not a must in the model. You can try out a number of lags to see which give the best result. The essence of the lag is to avoid instrument proliferation
when i put these command after generate the logs, data not calculated just in result they shown "unknown egen function sum" i am unable to understand what is this and how i can solve this problem. please guide me as soon as possible , because its about my thesis work and deadline for thesis submission is just near to come.
i am working on a research. I can not write down my GMM code on stata. Can anyone give me the code for below variables? Dependent variables are :- OP ROA ROE TQ and independent variables are:- LnAdv LR IR DR NPL Size. Please someone provide me a code for two step GMM.
Thank you for this insightful video. Please, why did you choose lag(1,5) and lag(2,4). I used these lags, but l had an error message which stated that laglimits(1,5) must have two arguments and laglimits (2,4) must have two arguments. Kindly help me out. Thank you
Thank you for watching. There is no general guideline for lag selection, but the rule of thumb is that the lag length should not exceed the numbers of parameters in the model. The essence of the lag is to avoid instrument proliferation in the model. You can try a number of lags to see which give the best result
Respected sir, i have some queries related to Dummy variables. How we can calculate dummy variables in GMM. please helps me. which one command we used for dummy variables and how we can further interpret them.
Hi Sir, I am a new subscriber to your channel. The command for one step GMM is returning this error: "unknown egen function sum()". please assist what to do
Hi, may I ask a question? How to determine alpha significance level like 1% alpha, 5%, 10% in two step GMM system? Could you give me the do file? Thanks in advance
Hi Yata you can use the p-value of t-stat to determine that. p-value at 0 means significance at 1%, >0 but < 0.05 means significance at 5%, and >0.05 but < 0.1 at 10%. you can reach me via joecee001@gmail.com for the file
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Hi, your video is a life saver for me, i was strugglling with my thesis, i know when i finished my thesis, will not be using stata anymore so just want to say appreciate your time and effort. Thank you
I'm glad it helps
hi..this is very useful for me. Thanks for sharing
Hi very useful
Thank you for your content. Just wanted to know what criteria you used to check for instrumental variable quality? I mean whether the instrument is a good fit or not
Hi @ ucchash. Thank you for watching. The sargan and Hansen test are designated for instrument validity test. The thanks hypothesis of instruments are valid must be accepted for the two tests.
Hi sir first of all thank you so much for your video it is very useful for me. One kind request please teach this 2 step GMM in eviews software.
Alright Rifana, I ll look into it
You can also book a one on one session with me for more clarity
Thank you for sharing your knowledge but do you have a video on GMM analysis with a dummy variable
did u find anything, looking for info on this too
what does lag( 2 4) signify ?
hi sir i have a question, what "nomata" means? because when i put nomata on my syntax there is pop up " Missing values in time variable (year)"
Can I use GMM for N=7 and T=22 years even my data serially correlated ? thanks in advance.
can we include more than two lags ?
Thanks for this insightfull video. I have questions related to the reason of choosing lag(1 5) and lag(2 4). Why u seletected those lag and not others? Can u provide the journal or article of it? I am struggling on gmm for my thesis and it will help me alot. Thank you Sir
Thank you for watching. There is no general guidelines for choosing lags to be included, but the rule of thumb is the lag to be less that the numbers of parameter in the model. The lags (2 4) and (1 5) were just chosen for the sake of the video and not a must in the model. You can try out a number of lags to see which give the best result. The essence of the lag is to avoid instrument proliferation
where to find the supporting do file and sample data? thank you!
Thanks for sharing your knowledge. This video is very much important for my thesis. Can I get do file, please?
You can reach me on joecee001@gmail.com
It's very good but sound quality is very poor very hard to listen and understand
when i put these command after generate the logs, data not calculated just in result they shown "unknown egen function sum" i am unable to understand what is this and how i can solve this problem. please guide me as soon as possible , because its about my thesis work and deadline for thesis submission is just near to come.
i am working on a research. I can not write down my GMM code on stata. Can anyone give me the code for below variables? Dependent variables are :- OP ROA ROE TQ
and independent variables are:- LnAdv LR IR DR NPL Size. Please someone provide me a code for two step GMM.
: 3499 xtabond2_mata() not found...... i am getting message while running gmm command...what could be the possible reason?
Thank you for this insightful video.
Please, why did you choose lag(1,5) and lag(2,4). I used these lags, but l had an error message which stated that laglimits(1,5) must have two arguments and laglimits (2,4) must have two arguments. Kindly help me out. Thank you
Thank you for watching. There is no general guideline for lag selection, but the rule of thumb is that the lag length should not exceed the numbers of parameters in the model. The essence of the lag is to avoid instrument proliferation in the model. You can try a number of lags to see which give the best result
Respected sir,
i have some queries related to Dummy variables.
How we can calculate dummy variables in GMM.
please helps me. which one command we used for dummy variables and how we can further interpret them.
dummy variables only by logistics regression
But the hansen test p>0.3, ??? ideal to be within the range of 0.1 and 0.3 as a rule of thumb
Hi, very helpful video, many thanks for sharing. Can you please email the do file.
Please, check your mail
Thank you for sharing, this is very helpful. Could you send the do file, please? thanks
Could you share your mail or contact me via joecee001@gmail.com
thank you and Can I get do file, please?
Hi Sir, I am a new subscriber to your channel. The command for one step GMM is returning this error: "unknown egen function sum()". please assist what to do
How can I measure cross id??
hi can anayone plz copy and paste this command to two step system gmm here
Hi, may I ask a question? How to determine alpha significance level like 1% alpha, 5%, 10% in two step GMM system? Could you give me the do file? Thanks in advance
Hi Yata
you can use the p-value of t-stat to determine that. p-value at 0 means significance at 1%, >0 but < 0.05 means significance at 5%, and >0.05 but < 0.1 at 10%. you can reach me via joecee001@gmail.com for the file
Thank you for your video. I am struggling with my thesis and I sent you an email. Please kindly check it. Thank you so much.
this is really help me a lot. could you send the do file, please? thanks
Please, send me your mail or reach me @ joecee001@gmail.com.
Thanks for watching. Kindly help subscribe and share with friends
@@josephlanre i have sent the email . I will subscribe too. Thank you
@@mahesadavaw Please, check your e-mail. Thanks
Yeah i got it. Thank you very much !
Bonjour quelqu'un pourrait til m'aider à faire une estimation par la méthode gmm?
could you send me your do file 😢?
hello doctorn can u send me the do file please
could you drop your mail or reach me via joecee001@gmail.com
could you send your do file please
Alright. drop your mail or contact me via joecee001@gmail.com
this is really help me a lot. could you send the do file, please? thanks
Check your e-mail
@@josephlanre thank you very much,