[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: viewing the instrument matrix |

Date |
Tue, 6 Sep 2005 08:40:59 -0400 |

iii) there is only one dependent variable (xtabond2 is a single- equation estimator) and its name is in e(depvar).

ii) The names of the regressors will be stored as the column labels of matrix e(b). Use extended macro functions to turn those names into a varlist.

i) Likewise for the instruments; their names should be in the column labels of e(A1) or e(A2).

Kit Baum, Boston College Economics

http://ideas.repec.org/e/pba1.html

On Sep 6, 2005, at 2:33 AM, Alessandra wrote:

I am using the xtabond2 command and would like to view the following matrices:

(i) the instrument matrix (Z)

(ii) the regressors matrix (X)

(iii) the vector of left-hand side varables (y)

which are used to construct the one-step estimates relative to the first-difference Arellano and Bond estimator.

Does anyone have any idea on how I can access these matrices?

* * 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/

- Prev by Date:
**Re: st: Estimate marginal effects with interaction terms in non-linnear models.** - Next by Date:
**st: RE: Re: viewing the instrument matrix** - Previous by thread:
**st: AW: Estimate marginal effects with interaction terms in non-linnear models.** - Next by thread:
**st: RE: Re: viewing the instrument matrix** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |