re: st: xtabond2

[Christopher Baum <kit.baum@bc.edu>]

<>
San K said

I never used Stata but trying to understand what the consultant did. I
can't get hold him anymore.


He ran a model as follows:

xtabond2 l(0/1).lconsSum l(0/2).
waitedAvgPrice MortgageToIncome restrictionsL2 RainAvg HotAvg EvaAvg numDays,
gmmstyle(lconsSum, laglimits(3 4) equation(diff))
ivstyle(L2.MortgageToIncome restrictionsL2 RainAvg L2.HotAvg L2.EvaAvg
numDays, equation(diff))
gmmstyle(lconsSum, laglimits(4 4) equation(level))
twostep ar(3) robust

Can anyone kind enough to explain the above code please?


See

http://ideas.repec.org/p/cgd/wpaper/103.html

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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