stata格兰杰因果检验前用varsoc y x，按AICBIC选滞后阶数发现maxlag7就是7阶,做格兰杰因果检验，先用varsoc y x,maxlag(7)，然后按 AIC BIC 等参数选滞后阶数时，发现maxla

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Feb 11, 2016 · For overidentified models, the estat overid command calculates Hansen’s J statistic after these estimators are used. Moment-evaluator program We define a program that can be called by gmm in calculating the moment conditions for Poisson models with endogenous regressors.

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    Y=b^B1/b^0,8623X2*b^(0,05X3), where b is the base of the logarithm. An increase of X3 by 1(X2 unchanged) means a division of Y by b^0,8623 and you get the results I wrote you in my first answer.

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    We use gmm to estimate the parameters of a Poisson model with an endogenous regressor. More instruments than regressors are available, so the model is overidentified. We then use estat overid to calculate Hansen's J statistic and test the validity of the overidentification restrictions. In previous posts Read more…

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    Dec 04, 2020 · As for CPH model, we use Harrell's C (calculated using estat concordance) and it only runs on the data on which the model was constructed (70%) not on the data (30%) I am trying to validate. Is there any way I can use estat concordance in my validation sample to see how the model is performing? Any help will be appreciated. Thanks, Zia

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