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st: more on xtabond2


From   Danielle H Ferry <[email protected]>
To   [email protected]
Subject   st: more on xtabond2
Date   Thu, 09 Dec 2004 13:53:00 -0500

Hi all,

Can someone please clarify what Stata does w/ the following two commands?

1) xtabond2 sex_12 L(sex_12 binge_30), gmm(L(sex_12 binge_30)) noleveleq
2) xtabond2 sex_12 L(sex_12 binge_30) age_mo, gmm(L.sex_12) noleveleq

Actually, I don't really want to do this, but in the interest of understanding how <xtabond2> and <xtabond> work, suppose I want to instrument for lagged diff of sex_12 using lagged values of sex_12 & lagged values of binge_30 but I do not want to instrument for lagged diff of binge_30. Will (1) get this done? (binge_30 is endog but the lagged diff of binge_30 does not need to be instrumented for b/c it is not correlated w/ the error term)

Suppose I want to instrument for only lagged diff of sex_12 using only lagged values of sex_12. I want to treat lagged diff of binge_30 as exog. Does (2) do this?

Thanks,
Danielle Ferry



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