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st: RE: check results of xtabond2
Vivian,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Vivian Sibbaluca
> Sent: Thursday, May 18, 2006 5:48 AM
> To: [email protected]
> Subject: st: check results of xtabond2
>
> I was wondering if anyone has verified the validity of the
> results of xtabond2. I have simulated a data and performed
> xtabond and xtabond2. The results of xtabond is very close to
> my specified vector of parameters in the simulated data.
> Unfortunately, this is not the case for xtabond2. The
> resulting parameters were simply far from my specification
> and also with the results of xtabond. As far as I know,
> Blundell and Bond estimator is better than the Arellano and
> BOnd estimator.
It isn't clear what the problem is here. Are you comparing the xtabond
and xtabond2 results using the *same* estimator, e.g., Arellano-Bond?
Then I agree, the two estimators should agree, and I believe they do.
But maybe you are complaining that xtabond2 using Blundell-Bond doesn't
agree with xtabond using Arellano-Bond? Then results of the two
estimators will, of course, differ. If you think Arellano-Bond (using
xtabond) performs better than Blundell-Bond (using xtabond2), then this
is an AB vs. BB issue, not an xtabond vs. xtabon2 issue.
--Mark
> It seems that there is something wrong with
> xtabond2. I know that this is not part of Stata's functions
> and that Stata is not liable for it. I hope that somebody
> could verify the results of xtabond2 especially that there
> are a lot of Stata users using this procedure. If somebody is
> interested, I could send my data and the results.
>
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