Hello! I would like to ask about an error message that
is displayed when running xtabond2. I am trying
different lags of the endogenous variable to be
included in the model. Everything went well until i
tried lag=4, ie, l(0/4) when an error message appeared
"variable 000007 not found". I used the same set of
variables in all the models and even tried to lessen
the number of variables at lag=4 to avoid the error
message but still, it didn't work. I though that maybe
the time series or the number of observations is
small. so i tried a stata dataset to see if this is
really the problem. i tried using the same number of
observations and even fewer and a shorter series as
well. but i did't encounter any problem running the
xtabond2. does this mean that i do have a problem with
my dataset? anyone please??!!!
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