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st: xtabond

From   Ki Young Park <>
Subject   st: xtabond
Date   Fri, 1 Aug 2003 01:52:22 -0500

Hi, Stata users

I am currently working on panel data estimation with predetermined variables.
My panel data has i=50 and t=123. I have tried xtabond command to estimate, but
it seems to me that it did not reach convergence point. It ran on and on
without any output, more than 12 hours. For example, when excuting commands
such as

xtabond y d1, lags(4) pre(x1, lag(1,.)) pre(x2, lag(1,.)) pre(x3, lag(1,.))

it ran more than 12 hours without any output. Alternatively, I tried

xtabond y d1, lags(1) pre(x1, lag(1,.) end) pre(x2, lag(1,.) end ) pre(x3, lag
(1,.) end)

Then, after about 24 hours, it stopped with 'too many macros' message.

My question is
1. Is there any mistake in the command or suggestions to estimate it?
2. Is ther any option or command that gives me any messages of "still running"
or "failed to converge" ?
3. What can be done to get away from 'too many macros' message?

Thank you for reading. Have a nice day.


Ki Young Park

Ph.D student of Economics
University of Chicago
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