Thank you Austin and Rodorigo!!!
you are right,
the problem was solved as I use xtabond after -gen newtime=(periodstart-1966)/4-
and -tsset ccode newtime-.
I really appreciate your help.
Thanks so much.
Kono
--- "Rodrigo A. Alfaro" <[email protected]> wrote:
> Kono,
>
> I think that Austin is right. Maybe it is better for your understanding:
> -gen newtime=(periodstart-1966)/4- and -tsset ccode newtime-.
>
> Rodrigo.
>
> ----- Original Message -----
> From: "Austin Nichols" <[email protected]>
> To: <[email protected]>
> Sent: Monday, August 28, 2006 10:38 AM
> Subject: Re: st: xtabond2: all variables are dropped due to collinearity
>
>
> kono--
> I'm sure David Roodman will reply, with actual expertise to offer, but
> I will offer an untested hypothesis: Your -tsset- shows gaps--is it
> possible that the lagged values don't exist (i.e. the last year of
> data is not in the data, only a value from four years before)? In
> that case, create a new time variable, e.g.
> gen tetrad=periodstart/4
> tsset ccode tetrad
> or somesuch.
>
> On 8/28/06, kono hisaki <[email protected]> wrote:
> > I have tried to estimate Blundell-Bond estimator by xtabond2,
> > . tsset ccode periodstart
> > panel variable: ccode, 10 to 226
> > time variable: periodstart, 1970 to 1990, but with gaps
> > Thanks for anticipation.
> > Hisaki
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