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From | ma9545@bdvb.de |
To | statalist@hsphsun2.harvard.edu |
Subject | re: st: "xtdpdsys" command and "collapse" option |
Date | Wed, 10 Oct 2012 15:48:13 +0200 (CEST) |
Hi Kit, Thank you for your answer. I know the xtabond2 command, however, xtabond2 gives you huge possibilities for estimation. My problem with xtabond2 is that you have a lot of freedom to change the results by taking different options. I feel like manipulating the results by using xtabond2. Therefore, I decided to use the xtdpdsys command, which is quite simple and easy reproducible. So, do I have an option "collapse" for xtdpdsys? Thank you in advance Mehmet > <> > Mehmet said > > I run a xtdpdsys (system GMM estimation). However, the number of > instruments is abnormally high. xtdpdsys is an officially command of > stata. Roodman (2006) offered an user-written version for a system GMM > estimation (xtabond2). The xtabond2 command has a "collapse" option, in > which you can limit instrument proliferation. Since I keep using the > xtdpdsys command, my question is, is there an additionally option within > the command xtdpdsys to limit the number of instruments? The handbook does > not deal with such an option. But is there an add-on, which can be > downloaded from stata? > > Yes. It's called xtabond2. ssc install xtabond2 and estimate your model > there. > > Kit > > > Kit Baum | Boston College Economics & DIW Berlin | > http://ideas.repec.org/e/pba1.html > An Introduction to Stata Programming | > http://www.stata-press.com/books/isp.html > An Introduction to Modern Econometrics Using Stata | > http://www.stata-press.com/books/imeus.html > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/