Hello,
I guess not many people are using MIXED model. Recently I came across
a paper by DR Robert A.Yaffee (Ph.D. Statistics, Social Science, and
Mapping Group. Information Technology Services). PowerPoint is at
http://www.nyu.edu/its/socsci/Docs/SPSSMixed.pptIn his last slide he says that "Mixed has estimates using maximum
likelihood, general methods of moments, or restricted maximum
likelihood". I can only find ML and REML not GMM.
I can think of only 3 possibilities.
1. I haven't found it yet.
2. I don't have the right module.
3. He made a typo :)
I searched almost everywhere within SPSS. I have the advanced
statistics module. I sent him an email regarding this but didn't get
any response. Anyone has any thoughts?
Regards,
San
On Mon, Nov 1, 2010 at 9:22 AM, San K <
[hidden email]> wrote:
> Hello,
> I have been using the MIXED model with Restricted Maximum Likelihood
> Method all these time.
>
> Recently, we hired a university lecturer to give us some econometric
> support as I am not one. He uses Stata and for this particular panel
> study he recommends using GMM estimation technique.
>
> Do we have a way to run a panel model with Generalized Method of
> Moments (GMM) Estimation?
>
> Regards,
> San
>
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