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Re: st: Stata7 and Stata8 are doing two very different things.
Quoting TEWODAJ MOGUES <email@example.com>:
> Hi Stata list users,
> If any of you have access to both Stata7 and Stata8, I would be
> curious to know if you have any insight why these produce different
> results for the same commands. I haven't tried out a load of
> different commands to see if there is always discrepancy, but given
> my interest in dynamic panel data modelling, I tried for example
> this and I get wildly different results:
> xtabond y x1 x2 L.x3 , lags(1) pre(x4 x5 , lag(0,1)) twostep
> Please try it out on your own data, using any variables for the y
> and the x's, and see the different output.
I just tried with a nonsense regression using the abdata dataset, and got
the same results in Stata 7 and Stata 8.
Have you tried checking whether xtabond2 agrees with xtabond?
> You don't have to know
> much about xtabond to check whether the results are different (since
> they should not be). After knowing what's going on here, the obvious
> next step is to find out which of the two STata versions is "doing
> the right thing".
> Tewodaj Mogues
> Dept. of Agricultural and Applied Economics
> University of Wisconsin - Madison
> 427 Lorch St. #317, Taylor Hall
> Madison, WI 53706
> * 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/
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
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