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> Hi all,
> I'm new to stata and statlist. I have been trying to replicate results
> obtained through using xtabond command with the xtabond2 command, by
> using the "noleveleq" option. I thought this option makes xtabond2 give
> a first difference estimator equivalent to the Arellano Bond estimator
> obtained by using the xtabond command.
> My model is as follows: y= y(t-1) + x(t) + time dummies + individual
> effects+ time varying error term.
> Where x(t) are strictly exogenous variables.
> In order to estimate this through Arellano Bond I use the following
> xtabond y x1...x4 time dummies, lag(1)
> In order to estimate it through xtabond2 I use the following command
> with the noleveleq option:
> xtabond2 y L.y x1..x4 time dummies, noleveleq ivstyle(x1-x4 time
> dummies, passthru) gmmstyle(L.ed)
> Can someone please let me know why these two don't give me the same
> Thanks a lot
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