Re: st: xtabond2 with time-fixed effects

[Richard Williams <richardwilliams.ndu@gmail.com>]

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?
> *
> *   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/
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

*
*   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/