Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtabond


From   "Vidya Mahambare" <MahambareV@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtabond
Date   Mon, 03 Nov 2003 15:25:29 +0000

I am a new user of STATA. I am trying to run a dynamic panel data model for
cobb-douglas production function using xtabond command. I have year dummies in
the model as well. When I run the model, first three year dummies are dropped
due to collinearity. Could anyone explain why should this happen? I was
expecting only one dummy variable to be dropped. Also, is there a way to specify
lags of variables, say t-2 and and not t-1, for instruments?

thanks
vidya


thanks

Vidya
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index