Re: st: RE: Question on the xtdpd command

[Narasimhan Sowmyanarayanan <narasimhan.sowmyanarayanan@gmail.com>]

Hi Martin:

THank you for the reply. I think I got the xtdpd to work. Your reply
was helpful in figuring out the issue.

Sincerely



On Sat, Sep 4, 2010 at 4:22 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> You can also try this using the official examples:
>
>
> ***********
> webuse abdata, clear
>
> //no gaps
> xtdes
> xtdpd l(0/2).n l(0/1).(w ys) k, dgmmiv(n) div(l(0/1).(w ys) k) fod
>
> //create gaps
> set seed 10010
> drop if runiform()<.02
> xtdes
> //-xtdpd- starts complaining
> xtdpd l(0/2).n l(0/1).(w ys) k, dgmmiv(n) div(l(0/1).(w ys) k) fod
> ***********
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Narasimhan
> Sowmyanarayanan
> Sent: Samstag, 4. September 2010 22:07
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Question on the xtdpd command
>
> I have a query on the xtdpd command and the specific use of the fod
> option to use forward orthogonal deviations as the instrument. In the
> specific dataset I am trying to use the fod option, I get the message
> "fodeviation is not allowed when there are gaps in the data."  While I
> have an unbalanced panel, I did not find any gaps in the data in the
> panel. Further, when I do xtset, it does not give me any message that
> there are gaps in the panel. My limited experience with this is that
> one can estimate the fod option with unbalanced panels ? Atleast this
> is what I read in the Roodman (2009) paper in stata journal on How to
> do xtabond2. I would appreciate any insights someone can provide on
> this. I am not estimating a levels model. Also, I tried using the fod
> option using a mock dataset "mus08psidextract.dta"  from Cameron and
> Trivedi's most recent textbook with the fod option. That works fine.
> the data is a balanced panel though.
>
> Thanks for your time and attention in advance.
>
> Sincerely,
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