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st: Question about xtabond and xtreg


From   "You-Ta Chuang" <You-Ta.Chuang@mail.atkinson.yorku.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question about xtabond and xtreg
Date   Thu, 12 Dec 2002 18:21:16 -0500

Hi all,

I am playing with the cross-sectional,time series data I have. I couldn't quite
figure out something here.

When I used the xtreg, the result table showed
Number of obs: 4248
Number of groups: 246

However, when I ran the xtabond (no additional specification, i.e., lag 1 only),
the result table showed
Number of obs: 3756
Number of groups: 240

I am not aware of any missing data in my sample. The time period is 19 yrs. What
I don't understand is why the numbers of obs and groups are so different between
xtreg and xtabond. I would appreciate it very much if someone could give me some
advise here. Thanks!

Happy holidays!

cheers,
You-Ta


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