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Re: st: AIC and BIC with xtabond Help

From   Mark Schaffer <>
To, N Drivalos <>
Subject   Re: st: AIC and BIC with xtabond Help
Date   Mon, 06 Sep 2004 20:07:57 +0100 (BST)


Quoting N Drivalos <>:

> Hi everyone, I want to use xtabond but first i want to specify how
> many  lags of the dependent variable to use. However, i can not find a
> way to do that with stata. Do you have any recommendations? Is there
> an ado file for  AIC or BIC with xtabond? I tried fitstat, but it does
> not work with xtabond. Any help will be highly appreciated. Thanks in
> advance for the assistance!

According to the help for xtabond,

    maxldep(#) sets the maximum number of lags of the dependent variable
        that can be used as instruments.  The default is to use all
        T_i-p-2 lags.

But if you need more control over lag structure and the like than -xtabond-
offers, have a look at David Roodman's -xtabond2-.

Hope this helps.


> Nikos
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Prof. Mark Schaffer
Director, CERT
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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