Hi
I'm trying to better understand the 'xtabond' command. In particular, I'm wondering if it is possible to carry out tests on individual variables that are part of an xtabond model. Eg, I'm running the model:
xtabond indmfp indgap , lags(2) pre(indpdfl1 indpdfl2 , lagstruct (0, 2)) robust
and I want to know if indpdfl1 and indpdfl2 are jointly significantly different from zero? My attempts to do this through the 'test' command are producing r(111) ('variable not found', etc) error messages. Is it possible to conduct this type of test after 'xtabond'? (As I said, I'm still trying to get head around how this model works.)
I appreciate the list's help.
Cheers
tim
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