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| From | Humaira Asad <humairaasad@hotmail.com> |
| To | STATA HELP <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: xtabond2 year dummies |
| Date | Fri, 1 Apr 2011 14:48:16 +0000 |
I am adding them in ivstyle() adding them makes all my regressors insignificant. Is there a sultion to this problem? Humaira Asad PhD Research Scholar UoE Business School University of Exeter, England ---------------------------------------- > From: kit.baum@bc.edu > To: statalist@hsphsun2.harvard.edu > Date: Fri, 1 Apr 2011 10:37:11 -0400 > Subject: re: st: xtabond2 year dummies > > <> > In a dynamic model (I am using xtabond2) is it necessary to add the year dummies,... > > > You should add them as IV-style (rather than GMM-style) instruments. Then the number of instruments will rise, but only by the number of years - 1. > > 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 > > > > > * > * 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/ * * 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/