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License: MIT License
Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)
License: MIT License
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>
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