Thank you, Kit. Comparing your example with mine, I am wondering if
something wrong with my xtabond command. In my xtabond command, I just
list dept variable (g_lypcc) with other indept vars (pop100cr, a_pol and
inst). But in your example, you have something like, l(0/1).w l(0/2).(k
ys) yr1980-yr1984. Could you please explain further what's l(0/1); .w l
(0/2); .(k ys); and yr1980-yr1984 mean? I saw similar example in the
Stata help. But it seems to me they are not options, also not lised in
the Syntax.
Thank you very much for your help!
Jing
> I want to have arellano-bond estimator in my panel data analysis. I know
> the xtabond does the job, but, when I used it in my stata
> programming, it
> always gave me the wrong message. For example:
>
> . tsset prov time;
> panel variable: prov (unbalanced)
> time variable: time, 1978 to 1998, but with gaps
>
> . xtabond g_lypcc pop100cr a_pol inst, lags(2);
> timevar (time) may not contain missing values when option full is
> specified
> r(451);
>
>
>
>
>
> I cannot reproduce this problem. I did 'webuse abdata' and removed a
> number of observations at random from the middle of the timeseries,
> creating gaps, so that I get
>
>
> . tsset
> panel variable: id (unbalanced)
> time variable: year, 1976 to 1984, but with gaps
> delta: 1 unit
>
>
> . tsreport, list panel
>
> Observations with preceding time gaps
> ----------------------------------
> Record | id year
> ----------+-----------------------
> 37 | 6 1979
> 92 | 14 1981
> 234 | 34 1983
> ----------------------------------
>
> . xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)
>
> The xtabond command still runs fine in the presence of gaps in the
> middle of units' time series.
>
>
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
>
>
> *
> * 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/
>
*
* For searches and help try:
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