Sorry for the misspecification.
What I meant is that when running the following equation (DIFF GMM) with Stata 10.1:
xtabond exp ddpd camb cut quant prec, lags(1) maxldep(2) robust artests(2)
Although Stata doesn't give me any error, I get different coefficient estimates as with Stata 8.2.
On the other hand, when running System GMM in Stata 10.1:
xtdpdsys exp l.exp ddpd camb cut quant prec, gmm(exp, lag(2 3)) robust
Stata gives me an error: gmm(exp, lag(2 3)) invalid r(198)
Does anybody know which could be the problem?
Thank you for your help.
Laia
> From: [email protected]
> To: [email protected]
> Subject: st: AW: System GMM - Difference GMM
> Date: Mon, 18 Jan 2010 14:26:30 +0100
>
>
> <>
>
>
> "don't work" is not a good description of your problem. What does not work?
> What is the error message? Have you -update-d?
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von [iso-8859-1]
> Laia Cirera i Crivillé
> Gesendet: Montag, 18. Januar 2010 12:36
> An: Statalist
> Betreff: st: System GMM - Difference GMM
>
> Dear all,
>
> I had been using Stata 8.2 and I am now using Stata 10.1.
> There are some commands which don't work with Stata 10.1:
>
> When estimating Difference GMM:
>
> xtabond exp ddpd camb cut quant prec, lags(1) maxldep(2) robust artests(2)
>
>
> When estimating System GMM:
>
> xtabond2 exp l.exp ddpd camb cut quant prec, gmm(exp, lag(2 3)) robust
>
>
> Does anybody know which would be the equivalent commands for Stata 10.1?
> Thank you very much.
>
>
> Laia
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