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st: xtabond2--number of instruments.
From
Steven Archambault <[email protected]>
To
[email protected]
Subject
st: xtabond2--number of instruments.
Date
Mon, 27 Jun 2011 16:15:25 -0600
Hi all,
I am trying to figure out xtabond2. I don't see why this command gives me 42 instruments
xtabond2 lnyp l(1/2).lnyp yr1988-yr2009, gmm(l(1).lnyp, laglimits(1 2)) robust noleveleq
This equation gives me 56 instruments
xtabond2 lnyp l(1/2).lnyp yr1988-yr2009, gmm(l(1).lnyp, laglimits(1 3)) robust noleveleq
Is it counting instruments for each year? I don't quite get it.
By the way, there are 1752 observations, 122 panels.
I'd appreciate the info. Also, I am reading "How to do xtabond2". Its very informative, but I am still unclear.
Thanks!
-Steve
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