I used the following codes to use the CC-GMM estimator developed by Neal (2015). I have treated the immigration variable (LIMM) as the endogenous variable. I attempted to instrument the endogenous variable with its first two lags. Subsequently, I am trying to generate the residuals and I am having the following error as shown in the attachment. Have I done something wrong? Please help.
The -xtcce- command you are using is a user-written command, not an official Stata command.
- ssc describe xtcce
As you have discovered, it does not play well with the -predict- post-estimation command. But a search for residual in the Help for -xtcce- turns up this option:
res(resname) Stores the residuals of the regressions to resname.
Swapnanil Sengupta , I did not say res(resname) is a Stata command. I described it as an option for the user-written -xtcce- command. If you have -xtcce- installed, type help xtcce in the Command window. If you do not have it installed, paste this into the Command window:
- rnethelp "http://fmwww.bc.edu/RePEc/bocode/x/xtcce.sthlp"
res(resname) is about half way down, just before the examples.
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