I am using a system GMM estimator with the pgmm r-packge for my finance thesis and would like to display the number of instruments used. Is there a way to display it or calculate it?
this is the code i created so far:
pgmm(roa ~ lag(roa, 1:2) + lag(gov_log,0:2) + lag(size, 0:2) + lag(growth, 0:2) + lag(lev_log, 0:2) + lag(capexp_log, 0:2) | lag(roa, 2:99) +lag(gov_log, 1:99) +lag(size, 1:99) +lag(growth, 2:99) + lag(lev_log, 1:99) + lag(capexp_log, 2:99), data = dat, model =”twostep”, collapse = T, transformation = “d”, effect = “twoways”,index=c(“id”,”zeit”))

Best regards