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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>> *
>> * 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/
>>
>>
>> *
>> * 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/
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*
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