see xtabond or xtabond2
On 2/22/06, [email protected] <[email protected]> wrote:
> I want to run a model with fixed effects (panel)
> It has an autoregressive variable and the problem is that when I run it,
> stata dropp the autoregressive term
> I`m actually using xtreg command with fe option
>
> The model is like this
>
> Yit = a + b Yit-1 + c X1t + d X2t
>
> the command I`m using is
>
> xtreg yit yit-1 x1t x2t, fe
>
> How could I get a coefficient for Yit-1?
>
> Thanks
>
> IR
>
>
> *
> * 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/
>
*
* 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/
