Hi,
Xtabond is for fixed effects estimation. Also, the command automatically first differences the data. You can however specify the lags you want to include as explanatory variables in your model.
Best,
Jeffry Jacob
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu on behalf of Kate Ivanova
Sent: Tue 30-Mar-04 3:11 AM
To: statalist@hsphsun2.harvard.edu
Cc:
Subject: st: xtabond command
I am trying to use the xtabond command but am puzzled whether the estimator that Stata produces is designed for fixed or random effects?
Also, I do not understand whether the xtabond command automatically first differences all the variables in the model or whether I have to do that separately before I use the command?
I would appreciate any help with that.
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