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st: predetermined variables in xtabond


From   "Jacob, Jeffry Ankur" <jajacob@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: predetermined variables in xtabond
Date   Tue, 24 Jun 2003 23:15:46 -0500

greetings statalist users!
i wanted to know how to treat variables which are predetermined for period t+1 in xtabond.
there is an option of specifying the lag structure while defining the predetremined variables, pre(varlist [, lagstruct(#,#) endogenous]).  in lag sturcture, does the second entry tell stata from how far it starts taking the instruments? For instance, does lagstruct(.,2) mean that for period 3, the instrument to be used is the value of the concerned variable in period 1?
thanks,
jeffry jacob


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