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systemgmmkit 0.5.1

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@Akanom Akanom released this 13 Jun 01:21
v0.5.1
745b909

Release 0.5.1 updates the public package after certified native System GMM xtabond2 parity.

Highlights:

  • Certifies native System GMM baseline as PASS_STRICT_XTABOND2_SYSTEM_GMM_BASELINE.
  • Verifies parity against Stata xtabond2 for sample size, instrument count, coefficients, Windmeijer-corrected two-step standard errors, Hansen p-values, and signed AR(1)/AR(2) diagnostics with p-values.
  • Adds multi-spec AR diagnostic parity validation for baseline, no-controls, three-way interaction, and decomposition System GMM specifications.
  • Updates README and reviewer-facing parity artifacts.

Scope note:
This is benchmark-specific parity certification, not a universal claim of Stata identity across every possible xtabond2 configuration.

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