st: Re: xtabond - dropped observations

[Kit Baum <baum@bc.edu>]

You should be careful with an unbalanced panel, in xtabond/bond2, to  
ensure that there are no gaps -- that the missing obs. appear only at  
the beginning or end of each panel's data. My routine -onespell- may  
be of use here (ssc describe onespell).  The A-B estimator is not  
well defined with more than one 'spell' per unit.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On May 14, 2006, at 2:33 AM, Kristine wrote:


> I'm trying to figure out a discrepany in the number of
> observations reported by xtabond and xtabond2.  For
> comparison, I ran basic xtreg, fe.  The number of
> observations and groups in the same for the fixed
> effects and xtabond2 (Blundell Bond).  However, the
> xtabond (Arellano-Bond) reports a different number of
> observations.
*
*   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/