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JohnsonCustomerAnalytics / paneldash_dgp

Data Generating Process for brand data exercises.
MIT License
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USE of GENERALISED METHOD OF MOMENT for estiamtion for Panel Data #1

Open CodeKaushik opened 4 years ago

CodeKaushik commented 4 years ago

I have been asked to use GMM (GENERALISED METHOD OF MOMENT) for parameter estimation for a panel data to compare the results with the model from ,FIXED PANEL REGRESSION and Pooled Panel Regression. I have been able to perform the above two but can't seem to get it done via.

I have attached the images of datasets, independent set of variables , and the way want my results. Is there a way(code) to get these via GMM?

for reference I'm trying to use the following code:

from statsmodels.sandbox.regression import gmm
mod_gm=gmm.GMM(df["ROA"],x)

<df["ROA"] being the dependent variable and x is the data-frame consisting independent variable>

Result dataset independent set

clarencejlee commented 4 years ago

I'm sorry, what does this have to do with my repo?