st: Xtabond2: problems with unbalanced data

[ATANASOVSKA Viktorija <V.Atanasovska@staffs.ac.uk>]

Hello Statalist,

Please someone answer my question!

I use xtabond2 for estimation, but the obtained results differ in the case of the same specification and dataset. The only difference is that the first dataset contains observations for which data is missing for some variables of interest, whereas the other dataset (exactly the same) does not contain these observations, i.e. I have excluded them by the command: "drop if X==."

Why the results differ?

Please answer my question.

Thank you!

Kind regards,

Viktorija



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