Nasoro
4 months & 4 days ago

It is better but I don’t see any hypothetical example on that matter

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Priya Chetty
3 months & 4 weeks ago

please follow the hyperlink to the previous article. it is given in the first paragraph of this page

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Trang Tran
3 years & 6 months ago

Hi, my dataset is not normal, and i am using the S-GMM to analysis data. Does S-GMM require the dataset to be normal? Can you please advice any articles and books mentioning this issue?Thank you very much.

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Riya Jain
3 years & 2 months ago

Hi
Normality is not a must condition for S-GMM but yeah, the dataset should be large for better results. You can refer this article and check for assumptions of S-GMM
Roodman, D. (2009). How to do xtabond2: An introduction to “Difference” and “System” GMM in Stata. The Stata Journal, 9(1), 86-136.

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Avar
3 years & 11 months ago

hi, can you attach the dataset u used in this article?

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Mara Fortes
3 years & 11 months ago

Hello,

Why do you test the normality of varibles and not the normality of the residuals of the model? The normality assumption is about the residuals and not the variables itself, right?

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Trang tran
3 years & 11 months ago

Hi, thank you for your article, it is very useful. However I just wonder that all the commands you provide here is just the comments for cross-sectional data. Isn’t it need to consider with XT commands, such as xtserial…. to check for those assumptions?

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Louis Craig
4 years & 3 months ago

All great actions and thoughts have a negligible beginning.

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