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

Re: st: Re: xtreg with LDV


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: xtreg with LDV
Date   Sat, 19 Jun 2004 13:40:15 +0100 (BST)

Kit Baum replied:

> Adding a lagged dep var casts this into the dynamic panel data
> framework, best handled by David Roodman's xtabond2. One cannot just
> toss a LDV into an xtreg, fe and expect that the results will make
> sense (or even be consistent).

Is Giovanni S.F. Bruno's forthcoming paper at the London SUG relevant here?

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
*
*   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