All,
Well, the question's in the subject title. An example from my data:
. tsset pano edyear
. xtabond2 edconpc ledconpc l3edconpc ed2-ed13 edpollch lagconch laglabch
lagldmch clmargin cdmargin conplace edenp class if edmarker==1,
gmm(l4edconpc) robust small
Missing values in time variable (edyear).
r(459);
Now Judson and Owen's (1999: 13) paper shows implicitly that AB models can
be run with unbalanced panels, so why is Stata throwing up an error
message? I have tried everything, from different formulations of the model
to different lagged instruments (all in the -gmm()- option) to -tsfill-.
Nothing works.
. which xtabond2
c:\ado\plus\x\xtabond2.ado
*! xtabond2 1.1.9 02Jul2004
*! David Roodman, Center for Global Development, Washington, DC,
www.cgdev.org
. about
Stata/SE 8.2 for Windows
Born 1 July 2004
Copyright (C) 1985-2004
If I'm doing something wrong, somebody please tell me, as I've run out of
alternative solutions to this problem.
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
Judson RA and Owen AL (1999) "Estimating Dynamic Panel Data Models: A
Guide For Macroeconomists" ECONOMICS LETTERS 65 (1): 9-15.
*
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