Nikos,
Quoting N Drivalos <[email protected]>:
> Hi everyone, I want to use xtabond but first i want to specify how
> many lags of the dependent variable to use. However, i can not find a
> way to do that with stata. Do you have any recommendations? Is there
> an ado file for AIC or BIC with xtabond? I tried fitstat, but it does
> not work with xtabond. Any help will be highly appreciated. Thanks in
> advance for the assistance!
According to the help for xtabond,
maxldep(#) sets the maximum number of lags of the dependent variable
that can be used as instruments. The default is to use all
T_i-p-2 lags.
But if you need more control over lag structure and the like than -xtabond-
offers, have a look at David Roodman's -xtabond2-.
Hope this helps.
--Mark
>
> Nikos
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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