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

st: xtabond


From   "Antonio Rodrigues Andres" <[email protected]>
To   <[email protected]>
Subject   st: xtabond
Date   Sun, 02 May 2004 22:27:17 +0200

Hi everybody
I am using xtabond to estimate a dynamic panel data model. I want to use
lagged values of Y as instruments. There is an option named maxldep().
Assume that I want to use only y(i,t-2). If I specify maxldep(3), STATA
uses yt-1 yt-2 yt-3 as instruments of Dy(i,t-1)

Any thoughts
thanks
Antonio 
 

*
*   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 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index