|
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: a simple question about xtabond2
Hello all:
I am struggling with the strange test result generated by xtabond2. As you can see from the below, the AR(2) test statistic is a dot rather than a value. What does it mean? Any clue would be appreciated.
Have a good day, Gary.
------------------------------------------------------------------------------
| Robust
lnoutput | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
lnoutput |
L1. | .193328 .0088937 21.74 0.000 .1758968 .2107593
lnl | .1429454 .0091662 15.59 0.000 .12498 .1609107
lnk | .0734289 .0078575 9.35 0.000 .0580284 .0888294
lninterm | .7327368 .014611 50.15 0.000 .7040999 .7613738
yr2001 | -.0025063 .0012095 -2.07 0.038 -.0048769 -.0001356
yr2002 | -.0006988 .0008106 -0.86 0.389 -.0022875 .0008899
_cons | -.4994844 .0663187 -7.53 0.000 -.6294666 -.3695023
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z = -17.32 Pr> z = 0.000
Arellano-Bond test for AR(2) in first differences: z = . Pr> z = .
------------------------------------------------------------------------------
_________________________________________________________________
Windows Live™ Groups: Create an online spot for your favorite groups to meet.
http://windowslive.com/online/groups?ocid=TXT_TAGLM_WL_groups_032009
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/