Hi Statalist Members,
I am currently starting to work with xtabond2 (and xtabond). As some
other Statalist members already did, I am currently trying to reproduce
xtabond results with xtabond2. For "simple" regressions this works fine,
but as soon as I want to introduce already differenced variables I get
different results with the different commands.
My regression in a xtabond command line:
xtabond y x1 x2 x3, nocons diff(x4 x5)
How do I translate this into xtabond2?
According to the xtabond2 help and some suggestions here in Statalist
Archive I tried
xtabond2 y l.y x1 x2 x3 x4 x5, iv(x1 x2 x3) iv(x4 x5, passthru) gmm(l.y)
noleveleq
But the results differ quite a lot. My original dataset is an unbalanced
panel, where I learned that these differences can occur, but they also
appear if I restrict my panel dataset to a balanced panel.
I would really appreciate any help. Thanks a lot!
Best,
Stefan Lachenmaier
**********************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. If you have received this email in error please notify
the system manager.
This footnote also confirms that this email message has been swept by
MIMEsweeper for the presence of computer viruses.
www.clearswift.com
**********************************************************************
*
* 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/
