I want to know if my command is correct : Xtabond2 Y l.Y X1 l.X1 X2 X3, gmm(l.X1, collapse eq(diff)) iv( X2 X3, eq(diff)) twostep robust small
please help i try to apply SYS-GMM in Stata command & i expect to get help and advise
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Cross-posted and so far as I can follow carefully answered at https://www.reddit.com/r/stata/comments/164w6zh/system_gmm_command/ – Nick Cox Aug 30 '23 at 20:45
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And https://www.statalist.org/forums/forum/general-stata-discussion/general/1725539-sys-gmm-verification – Nick Cox Aug 30 '23 at 21:02
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Your question is essentially statistical insofar as the correctness of the code hinges on whether your code matches your data and your goals. As such it is not a good fit for Stack Overflow. – Nick Cox Aug 30 '23 at 21:03