st: Re: stata10 xtabond

[Kit Baum <baum@bc.edu>]

I don't know why you think xtabond does not work in Stata 10.1. It is  
true that in Stata 10 there are now additional commands -- such as  
xtdpd and xtdpdsys -- but xtabond is still a Stata command. It is very  
uncommon for StataCorp to remove a command once it has been a part of  
the language, as this breaks previously-written do-files.


Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html



On Mar 11, 2009, at 03:39 , phyfi wrote:

> hy sir,
> i have a qs to ask u.
> last monday, i joined a workshop on panel data analysis using  
> stata.but the lectrr that time using stata 9.n me using stata 10.
> the problem occured when we want to do the GMM. the command for  
> stata 9 is xtabond, while for stata 10 is xtdpdsys (according to the  
> lectrr).
> in xtabond the result contain sargan test, AR 1 and AR2, but
> in xtdpdsys the result does not contain the result of sargan test,  
> AR 1 and AR 2.
> then we managed to get the new command: estat abond, artests(2) and  
> estat sargan.
> but,
> the result was totally different from the xtabond.
> the result:
> AR 1: not significant
> AR 2: significant
> sargan: significant
>
> the result was wrong right? because my lecturer said the result  
> should be:
> AR 1: significant
> AR2: not significant
> sargan:significant
>
> so sir, is there any command that i can use to replace the xtabond?
>
> tq so much sir..
>
>
> SYAFI'AH NA'IMAH SAMSUDDIN (PHYFI)
> RESEARCH ASSISTANT
> SCHOOL of ECONOMICS
> FACULTY of ECONOMICS & BUSINESS
> NATIONAL UNIVERSITY of MALAYSIA (UKM)
> 43600 BANGI, SELANGOR
> 03-89213308
> 017-2192774

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