Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
RE: st: xtabond for unbalanced panel data
From
Rituparna Basu <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: xtabond for unbalanced panel data
Date
Tue, 10 Apr 2012 16:31:49 +0000
Thank you Suryadipta! I will check out the articles.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Suryadipta Roy
Sent: Tuesday, April 10, 2012 2:59 AM
To: [email protected]
Subject: Re: st: xtabond for unbalanced panel data
Rituparna,
I have used xtabond2 and found the following papers by the author of the code (David Roodman) to be very useful for the practioners. You would probably find the answers to your queries in these papers.
1. Roodman, D. 'How to do xtabond2: an introduction to Difference and System GMM in Stata', Stata Journal, 9(1), 2009.
2. A Note on the Theme of Too Many Instruments, Oxford Bulletin of Economics and Statistics, 71, 1 2009.
Best wishes,
Suryadipta.
On Tue, Apr 10, 2012 at 2:29 AM, Rituparna Basu <[email protected]> wrote:
> Dear Statalist scholars,
>
> I am attempting to run the xtabond command in an unbalanced panel data. But I am not sure how should I decide on the # of lags for dependent variable given that it is unbalanced and many of them have only observation. Should I delete those with only one to two observations? Also, is it necessary to mention the maximum # of lags for the dependent variable?
> Any advice is highly appreciated!
>
> Thank you !
> Sincerely,
>
> RB
>
> *
> * 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/
*
* 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/