Generalized Method of Moments || GMM Model || Difference and System GMM

[@vaishnavibalaji6811]

Thank you so much for the video mam. Kindly upload part 2 soon on choosing between system GMM and Difference GMM and kindly tell how to interpret j statistic in difference gmm

[@komalkanwarshekhawat_]

Welcome dear 🤗 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.

[@vaishnavibalaji6811]

@@komalkanwarshekhawat_ mam if probability j statistic is 0.45. is it a good model mam

[@komalkanwarshekhawat_]

@@vaishnavibalaji6811 What is the value of J statistics ?

[@vaishnavibalaji6811]

@@komalkanwarshekhawat_ mam j statistic value is 19.99

[@komalkanwarshekhawat_]

@@vaishnavibalaji6811 The value is far from one. It should be close to one. Since, The probability value lies between 0 and 1, (0.45 ) is close to zero.

[@muhammadnaumansadiq]

Great Work

[@komalkanwarshekhawat_]

Thanks a lot 🙏

[@tiempoeconomico]

Best wishes from MÉXICO!

[@komalkanwarshekhawat_]

Proudly received in INDIA 🙏 Thank you!

[@JobanSandhuCanada]

👍 ✅ mam

[@komalkanwarshekhawat_]

🤗🤗

[@drmksharma]

Nice 👌👍

[@komalkanwarshekhawat_]

Thank you 🙏

[@vaishnavibalaji6811]

Good morning Mam, i have a doubt please clarify. I read in some articles and research gate that if the p value of J statistic is greater than 5 percent, then it indicates the presence of validity in instruments. Is that true. Kindly clarify mam

[@komalkanwarshekhawat_]

kzbin.info/www/bejne/nKjQaq2VqNZmbrc Video on Difference GMM and System GMM.

[@vaishnavibalaji6811]

@@komalkanwarshekhawat_ Thank you mam

[@mohdabdullah2088]

How to run these on stata, Also how to take instrument variables please provide tutorials...

[@komalkanwarshekhawat_]

Sure, I shall upload a video soon on how to run GMM using STATA. Thank you!

[@harriettalizotte3446]

*PromoSM* 😣