Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: RE: Cannot calculate AR and Sargan tests (returning .)
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: Cannot calculate AR and Sargan tests (returning .)
Date
Wed, 2 Jun 2010 11:24:03 +0100
Sorry, no idea. Others will have had more than my experience (zero) with
these commands.
Nick
[email protected]
Rodrigo Refoios Camejo
Thanks, Nick... I have tried leaving out the dropped variables, but
don't know how to restrict to deeper lags of the dep var, i.e. if
L1.depvar is automatically dropped how can I command to leave it out
of the specification?
On 6/1/10, Nick Cox <[email protected]> wrote:
> Not my territory, but I would try the command again but this time
> omitting the variables flagged as dropped.
Rodrigo Refoios Camejo
> I'm having a problem to get both the AR and the Sargan tests when
> using xtabond and xtdpdsys (please see below for specification used).
> Basically it's coming back saying that they cannot be calculated with
> dropped variables:
>
*
* 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/