All,
I'm having a slight problem with using David Roodman's -xtabond2-
(downloadable from SSC), thus:
. tsset pano edyear
panel variable: pano, 1 to 659
time variable: edyear, 1976 to 1992, but with gaps
. xtabond2 edconpc ledconpc ed2-ed13 edpollch lagconch laglabch lagldmch
clmargin cdmargin conplace edenp class if edmarker==1, gmm(l3edconpc)
robust
Missing values in time variable (edyear).
r(459);
I should point out, if necessary, that ED2 to ED13 are all time dummies.
The rest are continuous covariates.
Using -tsfill- after -tsset- made no difference. I thought one could fit
Arellano-Bond models with unbalanced panels? Any help duly appreciated.
Cheers.
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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