st: RE: RE: RE: RE: xtabond and cluster

[Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk>]

Another question would be to ask the point of including dummies in an equation that will be estimated in first-difference form...

Rodolphe

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: mardi 16 mars 2010 12:33
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: RE: RE: xtabond and cluster

I commented on the one command line I saw, which just wouldn't work.

You may well be right. Perhaps if Yu-Luen were to follow advice and show
exactly what was typed when calling -xtabond- then better advice would
be forthcoming.

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

Martin Weiss

"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."

My take on Yu-Luen`s question is that this point was quite clear, and
that
the problem arose later when "id_*" was fed to -xtabond-. Indeed, the
code
supplied shows that the -generate- option was used with the perfectly
legal
"id_". The "variable list" mentioned at the end of the post was probably
the
one meant for use in -xtabond-...

Nick Cox

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.

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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