st: RE: xtabond and cluster

["Nick Cox" <n.j.cox@durham.ac.uk>]

I focus on the dummy question. 

Your syntax looks wrong on various counts. 

1. I assume what's missing here is -tabulate-. The -capture- is
irrelevant to the rest of the question. 

2. -tabulate- can only be used to generate dummy variables when called
with one variable. If you're trying to include -id_*- in the variable
list, that won't work. (But you wouldn't get this error message, so you
can't mean what you say.) 

3. The argument to -generate- must be a stubname. If you're trying to
include -id_*- in the argument to -generate()-, that's wrong. The test
of a stubname is that you can append to it and produce legal new
variable names, but * can't appear in variable names.
If a varlist had been legal for that option, the syntax would say so. 

P.S. I'd advise against the expression "a data" to mean "a dataset".
It's bad enough when people treat "data" as singular, even though many
regard that as defensible. I'd regard "a data" as unacceptable English
in any draft handled by me as adviser, assessor or editor. 

Nick 
n.j.cox@durham.ac.uk 

Ma, Yu-Luen

I have a panel data and I use xtabond because my model includes the
lagged dependent variable. My question is: am I able to cluster my
standard errors by subject using xtabond? If not, what is my
alternative? 
 
I also have a question about creating dummy variables. I used the
following command for creating subject dummy variables:

cap company_number  distid, gen(id_)

But when I include id_* in the variable list, I received an error
message suggesting "variable id_* not found". Can anyone assist?


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