Both programs are similar; but they do not share exactly the same syntax.
If you want them to do the same, you need to control the instrument matrix
and the type of model "difference" vs. "system". If you ask members of the
list to help, it is easier if you show us an estimation output. I guess
the number of instruments differs between your models. xtabond2 defaults
to the system estimator, and you have to specify -noleveleq-, futhermore,
you need to include the "l." in your option -gmm()-.
*****************************
webuse abdata, clear
xtabond2 l(0/2).n l(0/1).(w ys) k, gmm(l.n) iv(l(0/1).(w ys) k) noleveleq
xtdpd l(0/2).n l(0/1).(w ys) k, dgmmiv(n) div(l(0/1).(w ys) k)
****************************
Johannes
[email protected] schrieb am 27/02/2009 09:24:02:
>
> <>
>
> Wait a minute: -xtdpd- is an official Stata command, while -xtabond2-
comes
> from ssc, right? -xtabond2- is acknowledged in the entry [xt]xtdpd, but
to
> expect both commands to behave similarly would be asking too much...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Nola Agha
> Gesendet: Freitag, 27. Februar 2009 02:13
> An: [email protected]
> Betreff: st: xtdpd syntax v. xtabond2 syntax
>
> 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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>
>
> *
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