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Re: st: xtabond2 with time-fixed effects
From
sanjesh kumar <[email protected]>
To
[email protected]
Subject
Re: st: xtabond2 with time-fixed effects
Date
Mon, 6 Jun 2011 19:43:54 -0700 (PDT)
hello do as follows and it will be fine
xi: xtabond2 x y z i.year , gmm (x y , lag(2 2)) iv(z) two small
----- Original Message ----
> From: lreine ycenna <[email protected]>
> To: [email protected]
> Sent: Tue, June 7, 2011 1:05:59 AM
> Subject: st: xtabond2 with time-fixed effects
>
> 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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*
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