Hi Stata list users,
If any of you have access to both Stata7 and Stata8, I would be curious to know if you have any insight why these produce different results for the same commands. I haven't tried out a load of different commands to see if there is always discrepancy, but given my interest in dynamic panel data modelling, I tried for example this and I get wildly different results:
xtabond y x1 x2 L.x3 , lags(1) pre(x4 x5 , lag(0,1)) twostep noconstant
Please try it out on your own data, using any variables for the y and the x's, and see the different output. You don't have to know much about xtabond to check whether the results are different (since they should not be). After knowing what's going on here, the obvious next step is to find out which of the two STata versions is "doing the right thing".
Thanks,
Tewodaj
~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~
Tewodaj Mogues
Dept. of Agricultural and Applied Economics
University of Wisconsin - Madison
427 Lorch St. #317, Taylor Hall
Madison, WI 53706
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