Thank you very much. That helps a lot!
Kate
-----Original Message-----
From: Jacob, Jeffry Ankur [mailto:[email protected]] On
Behalf Of Jacob, Jeffry Ankur
Sent: Tuesday, March 30, 2004 2:34 AM
To: [email protected]
Subject: RE: xtabond command
Hi,
Xtabond is for fixed effects estimation. Also, the command automatically
first differences the data. You can however specify the lags you want to
include as explanatory variables in your model.
Best,
Jeffry Jacob
-----Original Message-----
From: [email protected] on behalf of Kate Ivanova
Sent: Tue 30-Mar-04 3:11 AM
To: [email protected]
Cc:
Subject: st: xtabond command
I am trying to use the xtabond command but am puzzled whether the estimator
that Stata produces is designed for fixed or random effects?
Also, I do not understand whether the xtabond command automatically first
differences all the variables in the model or whether I have to do that
separately before I use the command?
I would appreciate any help with that.
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