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Re: st: xtabond2 with time-fixed effects
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: xtabond2 with time-fixed effects
Date
Mon, 06 Jun 2011 11:15:08 -0500
I don't use xtabond2, but can't you just create dummy variables for
year yourself? Or use xi: if xtabond2 supports it.
At 10:05 AM 6/6/2011, lreine ycenna wrote:
Hello,
How do I add time-fixed effects onto xtabond2?
In OLS, it would be regress x y z i.year
In system estimation,
xtabond2 x y z , gmm (x y , lag(2 2)) iv(z) two small
I've tried to have i.year after z and after small but it tells me that
factor variables not allowed
r(101);
What would be the equivalent function for i.year under xtabond2?
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Richard Williams, Notre Dame Dept of Sociology
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