Bookmark and Share

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]

st: xtabond2 year dummies


From   Humaira Asad <[email protected]>
To   STATA HELP <[email protected]>
Subject   st: xtabond2 year dummies
Date   Fri, 1 Apr 2011 14:08:17 +0000


 
 

Hi,
In a dynamic model (I am using xtabond2) is it necessary to add the year dummies, because when I add the year dummies the number of instruments becomes much larger than the number of groups, the coefficients of the regressors become insignificant and the difference in Hansen test for dummy years become 1. I am using the windmeijer’s corrected s.e.


Humaira Asad
PhD Research Scholar
UoE Business School
University of Exeter, England 		 	   		  
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index