Hi Statalisters -
I was under the impression that xtdpd was Stata's new version of xtabond2.
If that was true then shouldn't these two statements produce the same results?
xtdpd rpci06 L.rpci06 dpop emprate affilf indf stadnewdum year1-year21, dgmmiv
(rpci06) iv(dpop emprate affilf indf stadnewdum year1-year21) twostep vce
(robust)
xtabond2 rpci06 L.rpci06 dpop emprate affilf indf stadnewdum year1-year21, gmm
(rpci06) iv(dpop emprate affilf indf stadnewdum year1-year21) twostep robust
Yet, I'm getting very different standard errors and coefficients. Any thoughts?
Thanks,
Nola
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