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st: =?gb2312?B?tPC4tDogWHRhYm9uZCBSb2J1c3Q=?=
3 solutions in general,
1. Try to take lags starting from t-2 or t-3 as instruments. You might find a favorable Sargan test.
2. Exclude some variables that might both correlated with endogenous variables and LHS variable from instruments.
3. Use xtabond2 rather then xtabond.
Hope these help.
Xiaoqiang
________________________________
From: [email protected] ���� Fausto Araujo
Sent: 11/12/2006 (������) 7:50 ����
To: [email protected]
Subject: st: Xtabond Robust
Hi...
I have a problem with xtabond, Sargan test. Any model was not acceptable
because Sargan test. I saw Xtabond robust. In this command don��t have a
sargan estimative. When can I use xtabond robust? Is wrong I use xtabond
robust in my case? If is wrong, what can I use(have other command which
would better)?
Thanks
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