各位大佬,
紧急求助,如何通过调整xtabond2的gmm 或iv选项,调整相关变量的系数。
code: xtabond2 Δloans l.Δloans Excess ΔMP_Excess Excess_GDP ΔMP_IR Reg ΔMP Δassets ΔROA loandeposit GDP CPI costsincomeratio ,gmm(l.Δloans loandeposit Excess NPL costsincomeratio,orthogonal lag(1 1))iv(GDP CPI ΔMP Reg ,p eq(diff) )twostep robust small orthogonal h(2)
我的结果和相关检验如下:
图片中画红线部分是我希望调整的结果。非常感谢各位大佬的帮助!!